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    Phocas Real Estate (PHREX)

    30.67 Down 0.51(1.64%) Jun 29

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up6
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):32.25%
    Worst 1 Yr Total Return(Dec 30, 2008):-35.11%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticPHREXCategory
    Alpha (against Standard Index)8.035.98
    Beta (against Standard Index)0.440.38
    Mean Annual Return1.220.99
    R-squared (against Standard Index)8.388.15
    Standard Deviation13.1812.51
    Sharpe Ratio1.110.98
    Treynor Ratio33.6431.16
    5 Years
    StatisticPHREXCategory
    Alpha (against Standard Index)5.454.92
    Beta (against Standard Index)0.770.73
    Mean Annual Return1.231.15
    R-squared (against Standard Index)43.1842.76
    Standard Deviation15.9915.39
    Sharpe Ratio0.920.91
    Treynor Ratio18.6018.55
    10 Years
    StatisticPHREXCategory
    Alpha (against Standard Index)N/A1.72
    Beta (against Standard Index)N/A1.09
    Mean Annual ReturnN/A0.86
    R-squared (against Standard Index)N/A52.81
    Standard DeviationN/A24.91
    Sharpe RatioN/A0.36
    Treynor RatioN/A5.43