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Monday, December 21, 2009, 5:47PM ET - U.S. Markets Closed. Dow Up 0.83% Nasdaq Up 1.17%
Pax World Women's Equity Ind Inv (PXWEX)On Dec 21: 15.89  Up 0.20 (1.27%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):10.71%
Worst 1 Yr Total Return (2008):-39.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPXWEXCategory
Alpha (against Standard Index)-0.492.20
Beta (against Standard Index)1.000.99
Mean Annual Return-6.33-0.14
R-squared (against Standard Index)9488.76
Standard Deviation20.3321.04
Sharpe Ratio-0.33N/A
Treynor Ratio-8.65N/A
5 Years
StatisticPXWEXCategory
Alpha (against Standard Index)-2.540.80
Beta (against Standard Index)0.981.01
Mean Annual Return-1.850.24
R-squared (against Standard Index)9386.59
Standard Deviation16.2717.50
Sharpe Ratio-0.21N/A
Treynor Ratio-4.94N/A
10 Years
StatisticPXWEXCategory
Alpha (against Standard Index)0.67-0.13
Beta (against Standard Index)0.891.04
Mean Annual Return0.480.05
R-squared (against Standard Index)9078.99
Standard Deviation15.2119.17
Sharpe Ratio-0.08N/A
Treynor Ratio-2.74N/A

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