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Tocqueville Gold (TGLDX)
On
Dec 22
:
55.63
0.23
(0.42%)
MORE ON TGLDX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
39.24%
Worst 1 Yr Total Return
(2008)
:
-34.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TGLDX
Category
Alpha (against Standard Index)
14.01
10.54
Beta (against Standard Index)
3.10
5.79
Mean Annual Return
11.66
1.70
R-squared (against Standard Index)
0
0.49
Standard Deviation
42.82
45.29
Sharpe Ratio
0.42
N/A
Treynor Ratio
3.03
N/A
5 Years
Statistic
TGLDX
Category
Alpha (against Standard Index)
21.25
19.07
Beta (against Standard Index)
0.65
2.91
Mean Annual Return
19.09
2.02
R-squared (against Standard Index)
0
0.16
Standard Deviation
37.54
40.09
Sharpe Ratio
0.58
N/A
Treynor Ratio
24.82
N/A
10 Years
Statistic
TGLDX
Category
Alpha (against Standard Index)
22.30
19.59
Beta (against Standard Index)
1.55
3.26
Mean Annual Return
22.33
2.03
R-squared (against Standard Index)
0
0.14
Standard Deviation
33.90
35.61
Sharpe Ratio
0.68
N/A
Treynor Ratio
12.55
N/A
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