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California Investment S&P 500 Idx Dir (SPFIX)

On Dec 4: 22.58   0.12 (0.53%)

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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 (2006): 15.35% Worst 1 Yr Total Return (2008): -36.53% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SPFIX Category Alpha (against Standard Index) -0.07 0.38 Beta (against Standard Index) 0.99 1.00 Mean Annual Return -6.97 -0.41 R-squared (against Standard Index) 99 95.50 Standard Deviation 19.37 20.09 Sharpe Ratio -0.40 N/A Treynor Ratio -9.49 N/A 5 Years Statistic SPFIX Category Alpha (against Standard Index) -0.12 0.26 Beta (against Standard Index) 0.99 1.01 Mean Annual Return 0.25 0.16 R-squared (against Standard Index) 99 94.84 Standard Deviation 15.80 16.47 Sharpe Ratio -0.09 N/A Treynor Ratio -2.80 N/A 10 Years Statistic SPFIX Category Alpha (against Standard Index) -0.03 0.84 Beta (against Standard Index) 0.99 0.97 Mean Annual Return -0.93 0.11 R-squared (against Standard Index) 99 91.16 Standard Deviation 15.98 16.35 Sharpe Ratio -0.16 N/A Treynor Ratio -3.94 N/A
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