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Torray (TORYX)
On
Nov 27
:
25.88
0.35
(1.33%)
MORE ON TORYX
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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
(2006)
:
13.74%
Worst 1 Yr Total Return
(2008)
:
-37.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TORYX
Category
Alpha (against Standard Index)
-2.90
0.38
Beta (against Standard Index)
0.97
1.00
Mean Annual Return
-9.51
-0.41
R-squared (against Standard Index)
90
95.50
Standard Deviation
19.88
20.09
Sharpe Ratio
-0.52
N/A
Treynor Ratio
-12.32
N/A
5 Years
Statistic
TORYX
Category
Alpha (against Standard Index)
-2.89
0.26
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
-2.54
0.16
R-squared (against Standard Index)
90
94.84
Standard Deviation
16.34
16.47
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-5.72
N/A
10 Years
Statistic
TORYX
Category
Alpha (against Standard Index)
0.90
0.84
Beta (against Standard Index)
0.93
0.97
Mean Annual Return
0.07
0.11
R-squared (against Standard Index)
81
91.16
Standard Deviation
16.54
16.35
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.12
N/A
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