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    Parnassus Endeavor Fund (PARWX)

    30.98 Down 0.07(0.23%) Feb 27

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up7
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):62.16%
    Worst 1 Yr Total Return(Dec 30, 2008):-29.93%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticPARWXCategory
    Alpha (against Standard Index)3.12-1.38
    Beta (against Standard Index)0.961.03
    Mean Annual Return1.601.32
    R-squared (against Standard Index)85.9581.44
    Standard Deviation9.6810.72
    Sharpe Ratio1.971.48
    Treynor Ratio21.0915.84
    5 Years
    StatisticPARWXCategory
    Alpha (against Standard Index)-0.05-1.37
    Beta (against Standard Index)1.081.06
    Mean Annual Return1.381.24
    R-squared (against Standard Index)91.9189.89
    Standard Deviation14.5314.47
    Sharpe Ratio1.131.03
    Treynor Ratio15.3914.00
    10 Years
    StatisticPARWXCategory
    Alpha (against Standard Index)N/A0.25
    Beta (against Standard Index)N/A1.03
    Mean Annual ReturnN/A0.74
    R-squared (against Standard Index)N/A87.62
    Standard DeviationN/A16.16
    Sharpe RatioN/A0.46
    Treynor RatioN/A6.21