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Quaker Strategic Growth A (QUAGX)
On
Dec 14
:
14.38
0.20
(1.41%)
MORE ON QUAGX
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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
(2007)
:
33.07%
Worst 1 Yr Total Return
(2008)
:
-45.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
QUAGX
Category
Alpha (against Standard Index)
-0.51
2.20
Beta (against Standard Index)
0.87
0.99
Mean Annual Return
-6.30
-0.14
R-squared (against Standard Index)
54
88.76
Standard Deviation
23.55
21.04
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-9.85
N/A
5 Years
Statistic
QUAGX
Category
Alpha (against Standard Index)
0.10
0.80
Beta (against Standard Index)
0.87
1.01
Mean Annual Return
0.35
0.24
R-squared (against Standard Index)
53
86.59
Standard Deviation
19.21
17.50
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-3.04
N/A
10 Years
Statistic
QUAGX
Category
Alpha (against Standard Index)
4.49
-0.13
Beta (against Standard Index)
0.60
1.04
Mean Annual Return
4.71
0.05
R-squared (against Standard Index)
32
78.99
Standard Deviation
17.20
19.17
Sharpe Ratio
0.19
N/A
Treynor Ratio
2.96
N/A
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