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Forward International Small Co Inv (PISRX)
On
Jan 5
:
12.54
0.12
(0.97%)
MORE ON PISRX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
29.51%
Worst 1 Yr Total Return
(2008)
:
-46.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PISRX
Category
Alpha (against Standard Index)
-3.78
1.55
Beta (against Standard Index)
1.03
1.10
Mean Annual Return
-9.65
-0.14
R-squared (against Standard Index)
93
90.55
Standard Deviation
25.55
27.91
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-11.55
N/A
5 Years
Statistic
PISRX
Category
Alpha (against Standard Index)
0.11
2.92
Beta (against Standard Index)
1.06
1.12
Mean Annual Return
3.93
0.78
R-squared (against Standard Index)
92
89.30
Standard Deviation
21.78
23.42
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.88
N/A
10 Years
Statistic
PISRX
Category
Alpha (against Standard Index)
4.78
2.74
Beta (against Standard Index)
1.09
1.12
Mean Annual Return
5.82
0.53
R-squared (against Standard Index)
72
77.33
Standard Deviation
23.13
23.05
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.66
N/A
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