Finance Home - My Yahoo - Yahoo! - Help

Friday, December 4, 2009, 4:09PM ET - U.S. Markets Closed. Dow  0.21% Nasdaq  0.98%

ISI Strategy (STRTX)

On Dec 3: 11.26   0.08 (0.71%)

MORE ON STRTX

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: Low Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 11.89% Worst 1 Yr Total Return (2008): -30.15% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic STRTX Category Alpha (against Standard Index) 1.34 0.38 Beta (against Standard Index) 0.83 1.00 Mean Annual Return -4.00 -0.41 R-squared (against Standard Index) 96 95.50 Standard Deviation 16.59 20.09 Sharpe Ratio -0.31 N/A Treynor Ratio -7.71 N/A 5 Years Statistic STRTX Category Alpha (against Standard Index) 0.89 0.26 Beta (against Standard Index) 0.83 1.01 Mean Annual Return 1.84 0.16 R-squared (against Standard Index) 95 94.84 Standard Deviation 13.49 16.47 Sharpe Ratio -0.02 N/A Treynor Ratio -1.43 N/A 10 Years Statistic STRTX Category Alpha (against Standard Index) 1.29 0.84 Beta (against Standard Index) 0.72 0.97 Mean Annual Return 1.64 0.11 R-squared (against Standard Index) 93 91.16 Standard Deviation 12.08 16.35 Sharpe Ratio -0.05 N/A Treynor Ratio -1.84 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center