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Prasad Growth (PRGRX)
On
Dec 9
:
4.89
0.00
(0.00%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2007)
:
13.49%
Worst 1 Yr Total Return
(2008)
:
-7.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRGRX
Category
Alpha (against Standard Index)
5.69
-0.56
Beta (against Standard Index)
0.25
0.91
Mean Annual Return
4.03
-0.21
R-squared (against Standard Index)
6
90.41
Standard Deviation
25.13
22.89
Sharpe Ratio
0.18
N/A
Treynor Ratio
6.59
N/A
5 Years
Statistic
PRGRX
Category
Alpha (against Standard Index)
-0.73
-1.40
Beta (against Standard Index)
0.41
0.90
Mean Annual Return
0.96
0.44
R-squared (against Standard Index)
10
89.02
Standard Deviation
24.86
19.07
Sharpe Ratio
0.04
N/A
Treynor Ratio
-5.01
N/A
10 Years
Statistic
PRGRX
Category
Alpha (against Standard Index)
2.08
0.66
Beta (against Standard Index)
1.03
0.93
Mean Annual Return
-1.24
0.36
R-squared (against Standard Index)
22
79.68
Standard Deviation
39.00
19.07
Sharpe Ratio
0.07
N/A
Treynor Ratio
-4.10
N/A
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