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California Investment S&P MidCap Idx Dir (SPMIX)

On Dec 28: 18.35   0.01 (0.05%)

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Risk  As of 30-Nov-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 (2004): 15.92% Worst 1 Yr Total Return (2008): -36.77% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SPMIX Category Alpha (against Standard Index) 3.02 1.45 Beta (against Standard Index) 1.13 1.13 Mean Annual Return -4.47 -0.27 R-squared (against Standard Index) 91 88.11 Standard Deviation 23.50 23.88 Sharpe Ratio -0.17 N/A Treynor Ratio -5.96 N/A 5 Years Statistic SPMIX Category Alpha (against Standard Index) 2.33 1.17 Beta (against Standard Index) 1.15 1.15 Mean Annual Return 2.30 0.26 R-squared (against Standard Index) 90 86.34 Standard Deviation 19.42 19.90 Sharpe Ratio 0.07 N/A Treynor Ratio -0.60 N/A 10 Years Statistic SPMIX Category Alpha (against Standard Index) 7.06 5.72 Beta (against Standard Index) 1.03 1.04 Mean Annual Return 6.20 0.53 R-squared (against Standard Index) 82 73.17 Standard Deviation 18.42 19.87 Sharpe Ratio 0.26 N/A Treynor Ratio 3.18 N/A
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