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Phocas Real Estate (PHREX)
On
Dec 8
:
14.88
0.05
(0.33%)
MORE ON PHREX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
0
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
-13.48%
Worst 1 Yr Total Return
(2008)
:
-35.11%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PHREX
Category
Alpha (against Standard Index)
3.33
0.21
Beta (against Standard Index)
1.54
1.63
Mean Annual Return
-12.66
-0.83
R-squared (against Standard Index)
62
67.53
Standard Deviation
37.95
38.84
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-9.81
N/A
5 Years
Statistic
PHREX
Category
Alpha (against Standard Index)
N/A
2.84
Beta (against Standard Index)
N/A
1.61
Mean Annual Return
N/A
0.30
R-squared (against Standard Index)
N/A
66.12
Standard Deviation
N/A
31.52
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
PHREX
Category
Alpha (against Standard Index)
N/A
10.64
Beta (against Standard Index)
N/A
0.89
Mean Annual Return
N/A
0.94
R-squared (against Standard Index)
N/A
35.37
Standard Deviation
N/A
24.16
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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