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Quant Foreign Value Ord (QFVOX)

On Dec 15: 11.64   0.09 (0.77%)

MORE ON QFVOX

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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 (2006): 31.03% Worst 1 Yr Total Return (2008): -52.40% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic QFVOX Category Alpha (against Standard Index) -0.61 -0.21 Beta (against Standard Index) 1.20 1.01 Mean Annual Return -8.63 -0.25 R-squared (against Standard Index) 91 95.18 Standard Deviation 30.12 24.76 Sharpe Ratio -0.22 N/A Treynor Ratio -9.06 N/A 5 Years Statistic QFVOX Category Alpha (against Standard Index) -0.79 -0.52 Beta (against Standard Index) 1.20 1.00 Mean Annual Return 2.75 0.46 R-squared (against Standard Index) 90 94.69 Standard Deviation 24.80 20.25 Sharpe Ratio 0.12 N/A Treynor Ratio -0.20 N/A 10 Years Statistic QFVOX Category Alpha (against Standard Index) 5.80 2.00 Beta (against Standard Index) 1.10 0.98 Mean Annual Return 7.20 0.46 R-squared (against Standard Index) 82 92.23 Standard Deviation 21.73 18.46 Sharpe Ratio 0.30 N/A Treynor Ratio 3.90 N/A
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