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Parnassus (PARNX)
On
Dec 17
:
33.83
0.40
(1.17%)
MORE ON PARNX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
PARNX
Category
Alpha (against Standard Index)
7.28
2.20
Beta (against Standard Index)
1.15
0.99
Mean Annual Return
-0.65
-0.14
R-squared (against Standard Index)
83
88.76
Standard Deviation
24.92
21.04
Sharpe Ratio
0.01
N/A
Treynor Ratio
-2.54
N/A
5 Years
Statistic
PARNX
Category
Alpha (against Standard Index)
3.48
0.80
Beta (against Standard Index)
1.15
1.01
Mean Annual Return
3.34
0.24
R-squared (against Standard Index)
81
86.59
Standard Deviation
20.40
17.50
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.31
N/A
10 Years
Statistic
PARNX
Category
Alpha (against Standard Index)
3.94
-0.13
Beta (against Standard Index)
1.09
1.04
Mean Annual Return
2.31
0.05
R-squared (against Standard Index)
70
78.99
Standard Deviation
21.13
19.17
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.56
N/A
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