Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Wednesday, December 9, 2009, 3:31PM ET - U.S. Markets close in 29 mins..
Dow
0.40%
Nasdaq
0.45%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Russell Emerging Markets E (REMEX)
On
Dec 8
:
17.67
0.27
(1.51%)
MORE ON REMEX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-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)
:
37.77%
Worst 1 Yr Total Return
(2008)
:
-54.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
REMEX
Category
Alpha (against Standard Index)
15.19
12.35
Beta (against Standard Index)
1.34
1.29
Mean Annual Return
5.43
0.71
R-squared (against Standard Index)
89
87.52
Standard Deviation
33.93
33.07
Sharpe Ratio
0.26
N/A
Treynor Ratio
2.25
N/A
5 Years
Statistic
REMEX
Category
Alpha (against Standard Index)
10.72
9.15
Beta (against Standard Index)
1.38
1.29
Mean Annual Return
15.97
1.44
R-squared (against Standard Index)
87
85.78
Standard Deviation
29.16
27.65
Sharpe Ratio
0.56
N/A
Treynor Ratio
9.41
N/A
10 Years
Statistic
REMEX
Category
Alpha (against Standard Index)
9.90
9.81
Beta (against Standard Index)
1.29
1.23
Mean Annual Return
10.91
1.14
R-squared (against Standard Index)
80
76.71
Standard Deviation
25.82
25.41
Sharpe Ratio
0.42
N/A
Treynor Ratio
6.17
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center