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Mutual Shares A (TESIX)
On
Dec 24
:
19.17
0.06
(0.31%)
MORE ON TESIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
17.98%
Worst 1 Yr Total Return
(2008)
:
-38.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TESIX
Category
Alpha (against Standard Index)
-2.06
-1.37
Beta (against Standard Index)
0.91
1.02
Mean Annual Return
-7.00
-0.45
R-squared (against Standard Index)
92
94.58
Standard Deviation
18.76
20.79
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-10.21
N/A
5 Years
Statistic
TESIX
Category
Alpha (against Standard Index)
0.03
-0.29
Beta (against Standard Index)
0.90
1.01
Mean Annual Return
0.98
0.14
R-squared (against Standard Index)
91
93.49
Standard Deviation
15.16
16.81
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.24
N/A
10 Years
Statistic
TESIX
Category
Alpha (against Standard Index)
4.20
2.74
Beta (against Standard Index)
0.72
0.88
Mean Annual Return
4.73
0.31
R-squared (against Standard Index)
76
81.33
Standard Deviation
13.44
15.97
Sharpe Ratio
0.20
N/A
Treynor Ratio
2.51
N/A
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