Finance Home - My Yahoo - Yahoo! - Help

Friday, December 4, 2009, 4:36AM ET - U.S. Markets open in 4 hours and 54 minutes. Dow  0.83% Nasdaq  0.00%

California Investment S&P Sm Cap Idx Dir (SMCIX)

On Dec 3: 11.29   0.15 (1.31%)

MORE ON SMCIX

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: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 21.99% Worst 1 Yr Total Return (2008): -31.61% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SMCIX Category Alpha (against Standard Index) 0.99 1.01 Beta (against Standard Index) 1.15 1.19 Mean Annual Return -8.12 -0.48 R-squared (against Standard Index) 88 87.23 Standard Deviation 24.04 24.84 Sharpe Ratio -0.33 N/A Treynor Ratio -9.13 N/A 5 Years Statistic SMCIX Category Alpha (against Standard Index) 1.41 1.42 Beta (against Standard Index) 1.19 1.21 Mean Annual Return 0.62 0.23 R-squared (against Standard Index) 84 84.16 Standard Deviation 20.66 21.07 Sharpe Ratio -0.01 N/A Treynor Ratio -2.02 N/A 10 Years Statistic SMCIX Category Alpha (against Standard Index) 7.28 7.80 Beta (against Standard Index) 1.00 1.01 Mean Annual Return 5.74 0.68 R-squared (against Standard Index) 64 64.84 Standard Deviation 20.11 20.31 Sharpe Ratio 0.23 N/A Treynor Ratio 2.76 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center