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Firsthand Technology Leaders (TLFQX)
On
Dec 8
:
18.33
0.17
(0.92%)
MORE ON TLFQX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
13.99%
Worst 1 Yr Total Return
(2008)
:
-46.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TLFQX
Category
Alpha (against Standard Index)
6.25
7.86
Beta (against Standard Index)
1.22
1.14
Mean Annual Return
-4.09
0.12
R-squared (against Standard Index)
82
78.24
Standard Deviation
26.14
25.36
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-5.35
N/A
5 Years
Statistic
TLFQX
Category
Alpha (against Standard Index)
3.13
3.75
Beta (against Standard Index)
1.26
1.19
Mean Annual Return
1.76
0.43
R-squared (against Standard Index)
76
73.64
Standard Deviation
22.97
22.22
Sharpe Ratio
0.06
N/A
Treynor Ratio
-1.00
N/A
10 Years
Statistic
TLFQX
Category
Alpha (against Standard Index)
1.99
2.22
Beta (against Standard Index)
1.75
1.56
Mean Annual Return
-5.93
0.10
R-squared (against Standard Index)
61
57.55
Standard Deviation
35.92
33.23
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-5.09
N/A
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