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Red Oak Technology Select (ROGSX)
On
Dec 21
:
7.78
0.07
(0.91%)
MORE ON ROGSX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
10.04%
Worst 1 Yr Total Return
(2008)
:
-44.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ROGSX
Category
Alpha (against Standard Index)
9.29
6.38
Beta (against Standard Index)
1.20
1.13
Mean Annual Return
0.59
0.14
R-squared (against Standard Index)
80
78.37
Standard Deviation
26.49
25.34
Sharpe Ratio
0.07
N/A
Treynor Ratio
-1.41
N/A
5 Years
Statistic
ROGSX
Category
Alpha (against Standard Index)
3.10
3.18
Beta (against Standard Index)
1.25
1.18
Mean Annual Return
2.20
0.42
R-squared (against Standard Index)
74
73.49
Standard Deviation
23.16
22.16
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.63
N/A
10 Years
Statistic
ROGSX
Category
Alpha (against Standard Index)
1.18
0.36
Beta (against Standard Index)
1.91
1.54
Mean Annual Return
-9.18
0.00
R-squared (against Standard Index)
51
58.28
Standard Deviation
43.20
32.85
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-6.34
N/A
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