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PowerShares QQQ (QQQQ)
On
Nov 25
:
44.18
0.19
(0.43%)
MORE ON QQQQ
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
QQQQ
Category
Alpha (against Standard Index)
7.93
3.04
Beta (against Standard Index)
1.09
1.01
Mean Annual Return
0.16
-0.20
R-squared (against Standard Index)
82.76
90.08
Standard Deviation
23.47
N/A
Sharpe Ratio
-0.02
-0.23
5 Years
Statistic
QQQQ
Category
Alpha (against Standard Index)
3.27
N/A
Beta (against Standard Index)
1.14
N/A
Mean Annual Return
0.39
N/A
R-squared (against Standard Index)
79.06
N/A
Standard Deviation
20.39
N/A
Sharpe Ratio
0.08
N/A
10 Years
Statistic
QQQQ
Category
Alpha (against Standard Index)
1.33
1.33
Beta (against Standard Index)
1.54
1.54
Mean Annual Return
N/A
N/A
R-squared (against Standard Index)
65.80
65.80
Standard Deviation
N/A
N/A
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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