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Paradigm Select (PFSLX)
On
Dec 16
:
23.55
0.11
(0.47%)
MORE ON PFSLX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
21.62%
Worst 1 Yr Total Return
(2008)
:
-33.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PFSLX
Category
Alpha (against Standard Index)
0.48
1.45
Beta (against Standard Index)
0.93
1.13
Mean Annual Return
-4.89
-0.27
R-squared (against Standard Index)
89
88.11
Standard Deviation
19.64
23.88
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-7.68
N/A
5 Years
Statistic
PFSLX
Category
Alpha (against Standard Index)
N/A
1.17
Beta (against Standard Index)
N/A
1.15
Mean Annual Return
N/A
0.26
R-squared (against Standard Index)
N/A
86.34
Standard Deviation
N/A
19.90
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
PFSLX
Category
Alpha (against Standard Index)
N/A
5.72
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.53
R-squared (against Standard Index)
N/A
73.17
Standard Deviation
N/A
19.87
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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