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Forward International Small Co Instl (PTSCX)
On
Jan 5
:
12.55
0.12
(0.97%)
MORE ON PTSCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
29.91%
Worst 1 Yr Total Return
(2008)
:
-46.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PTSCX
Category
Alpha (against Standard Index)
-3.45
1.55
Beta (against Standard Index)
1.03
1.10
Mean Annual Return
-9.34
-0.14
R-squared (against Standard Index)
93
90.55
Standard Deviation
25.53
27.91
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-11.26
N/A
5 Years
Statistic
PTSCX
Category
Alpha (against Standard Index)
0.42
2.92
Beta (against Standard Index)
1.06
1.12
Mean Annual Return
4.25
0.78
R-squared (against Standard Index)
92
89.30
Standard Deviation
21.76
23.42
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.19
N/A
10 Years
Statistic
PTSCX
Category
Alpha (against Standard Index)
5.05
2.74
Beta (against Standard Index)
1.09
1.12
Mean Annual Return
6.11
0.53
R-squared (against Standard Index)
72
77.33
Standard Deviation
23.13
23.05
Sharpe Ratio
0.25
N/A
Treynor Ratio
2.93
N/A
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