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Steward Small-Mid Cap Enhanced Idx Indv (TRDFX)
On
Dec 24
:
9.99
0.05
(0.50%)
MORE ON TRDFX
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Research Reports
Risk
As of 30-Nov-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)
:
14.66%
Worst 1 Yr Total Return
(2008)
:
-36.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TRDFX
Category
Alpha (against Standard Index)
2.82
-0.48
Beta (against Standard Index)
1.26
1.16
Mean Annual Return
-6.12
-0.45
R-squared (against Standard Index)
87
86.39
Standard Deviation
26.78
24.75
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.66
N/A
5 Years
Statistic
TRDFX
Category
Alpha (against Standard Index)
0.71
0.00
Beta (against Standard Index)
1.26
1.17
Mean Annual Return
0.10
0.16
R-squared (against Standard Index)
85
83.41
Standard Deviation
21.83
20.64
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.29
N/A
10 Years
Statistic
TRDFX
Category
Alpha (against Standard Index)
-0.73
7.16
Beta (against Standard Index)
1.11
1.00
Mean Annual Return
-2.01
0.66
R-squared (against Standard Index)
88
64.42
Standard Deviation
19.10
20.26
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.47
N/A
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