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Stratton Monthly Dividend REIT (STMDX)
On
Dec 24
:
22.20
0.25
(1.14%)
MORE ON STMDX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
28.32%
Worst 1 Yr Total Return
(2008)
:
-30.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
STMDX
Category
Alpha (against Standard Index)
1.59
-1.50
Beta (against Standard Index)
1.40
1.61
Mean Annual Return
-10.34
-0.77
R-squared (against Standard Index)
65
67.75
Standard Deviation
34.24
38.87
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-9.02
N/A
5 Years
Statistic
STMDX
Category
Alpha (against Standard Index)
2.61
2.65
Beta (against Standard Index)
1.38
1.60
Mean Annual Return
0.26
0.34
R-squared (against Standard Index)
63
66.27
Standard Deviation
27.79
31.51
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.98
N/A
10 Years
Statistic
STMDX
Category
Alpha (against Standard Index)
10.45
11.10
Beta (against Standard Index)
0.78
0.89
Mean Annual Return
9.60
1.01
R-squared (against Standard Index)
33
36.04
Standard Deviation
21.75
24.18
Sharpe Ratio
0.40
N/A
Treynor Ratio
8.58
N/A
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