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Perritt Emerging Opportunities (PREOX)
On
Dec 14
:
8.32
0.10
(1.22%)
MORE ON PREOX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.18%
Worst 1 Yr Total Return
(2008)
:
-58.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PREOX
Category
Alpha (against Standard Index)
-4.20
-0.48
Beta (against Standard Index)
1.18
1.16
Mean Annual Return
-12.64
-0.45
R-squared (against Standard Index)
69
86.39
Standard Deviation
28.16
24.75
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-12.63
N/A
5 Years
Statistic
PREOX
Category
Alpha (against Standard Index)
-0.62
0.00
Beta (against Standard Index)
1.19
1.17
Mean Annual Return
-1.61
0.16
R-squared (against Standard Index)
68
83.41
Standard Deviation
23.18
20.64
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-3.86
N/A
10 Years
Statistic
PREOX
Category
Alpha (against Standard Index)
N/A
7.16
Beta (against Standard Index)
N/A
1.00
Mean Annual Return
N/A
0.66
R-squared (against Standard Index)
N/A
64.42
Standard Deviation
N/A
20.26
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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