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Friday, December 18, 2009, 3:01AM ET - U.S. Markets open in 6 hours and 29 minutes. Dow Down 1.27% Nasdaq  0.00%
Parnassus (PARNX)On Dec 17: 33.83  Down 0.40 (1.17%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):14.36%
Worst 1 Yr Total Return (2008):-34.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPARNXCategory
Alpha (against Standard Index)7.282.20
Beta (against Standard Index)1.150.99
Mean Annual Return-0.65-0.14
R-squared (against Standard Index)8388.76
Standard Deviation24.9221.04
Sharpe Ratio0.01N/A
Treynor Ratio-2.54N/A
5 Years
StatisticPARNXCategory
Alpha (against Standard Index)3.480.80
Beta (against Standard Index)1.151.01
Mean Annual Return3.340.24
R-squared (against Standard Index)8186.59
Standard Deviation20.4017.50
Sharpe Ratio0.12N/A
Treynor Ratio0.31N/A
10 Years
StatisticPARNXCategory
Alpha (against Standard Index)3.94-0.13
Beta (against Standard Index)1.091.04
Mean Annual Return2.310.05
R-squared (against Standard Index)7078.99
Standard Deviation21.1319.17
Sharpe Ratio0.08N/A
Treynor Ratio-0.56N/A

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