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RiverNorth Core Opportunity R (RNCOX)

10.76 Up 0.06(0.56%) May 24

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up6
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):48.91%
Worst 1 Yr Total Return(Dec 30, 2008):-27.55%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-1.880.36
Beta (against Standard Index)1.281.03
Mean Annual Return0.340.43
R-squared (against Standard Index)93.1691.67
Standard Deviation9.457.71
Sharpe Ratio0.420.68
Treynor Ratio2.854.87
5 Years
Alpha (against Standard Index)-1.380.13
Beta (against Standard Index)1.221.04
Mean Annual Return0.430.48
R-squared (against Standard Index)93.9492.94
Standard Deviation10.008.58
Sharpe Ratio0.510.67
Treynor Ratio3.855.31
10 Years
Alpha (against Standard Index)N/A-0.66
Beta (against Standard Index)N/A1.06
Mean Annual ReturnN/A0.45
R-squared (against Standard Index)N/A93.76
Standard DeviationN/A10.90
Sharpe RatioN/A0.41
Treynor RatioN/A3.76