Finance Home - My Yahoo - Yahoo! - Help

Saturday, December 26, 2009, 5:45PM ET - U.S. Markets Closed. Dow  0.51% Nasdaq  0.71%

Laudus Small-Cap MarketMasters Select (SWMSX)

On Dec 24: 10.57   0.05 (0.48%)

MORE ON SWMSX

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 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 3 Number of Years Down: 1 Best 1 Yr Total Return (2006): 14.86% Worst 1 Yr Total Return (2008): -35.96% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SWMSX Category Alpha (against Standard Index) -0.31 0.16 Beta (against Standard Index) 1.06 1.12 Mean Annual Return -6.96 -0.38 R-squared (against Standard Index) 89 84.86 Standard Deviation 22.41 24.29 Sharpe Ratio -0.31 N/A Treynor Ratio -8.67 N/A 5 Years Statistic SWMSX Category Alpha (against Standard Index) -0.35 -0.01 Beta (against Standard Index) 1.12 1.17 Mean Annual Return -0.40 0.16 R-squared (against Standard Index) 83 80.32 Standard Deviation 19.68 20.99 Sharpe Ratio -0.07 N/A Treynor Ratio -3.03 N/A 10 Years Statistic SWMSX Category Alpha (against Standard Index) 4.29 4.06 Beta (against Standard Index) 1.12 1.16 Mean Annual Return 2.37 0.37 R-squared (against Standard Index) 67 57.27 Standard Deviation 22.11 25.21 Sharpe Ratio 0.09 N/A Treynor Ratio -0.50 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center