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Friday, November 27, 2009, 12:31AM ET - U.S. Markets open in 8 hours and 59 minutes. Dow Up 0.29% Nasdaq Up 0.32%
PowerShares QQQ (QQQQ)On Nov 25: 44.18  Up 0.19 (0.43%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticQQQQCategory
Alpha (against Standard Index)7.933.04
Beta (against Standard Index)1.091.01
Mean Annual Return0.16-0.20
R-squared (against Standard Index)82.7690.08
Standard Deviation23.47N/A
Sharpe Ratio-0.02-0.23
5 Years
StatisticQQQQCategory
Alpha (against Standard Index)3.27N/A
Beta (against Standard Index)1.14N/A
Mean Annual Return0.39N/A
R-squared (against Standard Index)79.06N/A
Standard Deviation20.39N/A
Sharpe Ratio0.08N/A
10 Years
StatisticQQQQCategory
Alpha (against Standard Index)1.331.33
Beta (against Standard Index)1.541.54
Mean Annual ReturnN/AN/A
R-squared (against Standard Index)65.8065.80
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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