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Pin Oak Aggressive Stock (POGSX)
On
Dec 24
:
25.42
0.15
(0.59%)
MORE ON POGSX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
15.02%
Worst 1 Yr Total Return
(2008)
:
-44.47%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
POGSX
Category
Alpha (against Standard Index)
12.68
2.20
Beta (against Standard Index)
1.36
0.99
Mean Annual Return
2.04
-0.14
R-squared (against Standard Index)
79
88.76
Standard Deviation
30.21
21.04
Sharpe Ratio
0.14
N/A
Treynor Ratio
-0.17
N/A
5 Years
Statistic
POGSX
Category
Alpha (against Standard Index)
4.98
0.80
Beta (against Standard Index)
1.40
1.01
Mean Annual Return
3.34
0.24
R-squared (against Standard Index)
73
86.59
Standard Deviation
26.05
17.50
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.25
N/A
10 Years
Statistic
POGSX
Category
Alpha (against Standard Index)
2.56
-0.13
Beta (against Standard Index)
1.82
1.04
Mean Annual Return
-6.09
0.05
R-squared (against Standard Index)
56
78.99
Standard Deviation
39.43
19.17
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-4.95
N/A
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