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Monday, December 21, 2009, 10:56PM ET - U.S. Markets Closed. Dow  0.83% Nasdaq  1.17%

Quant Small Cap Ord (USBNX)

On Dec 21: 14.67   0.15 (1.03%)

MORE ON USBNX

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 22.85% Worst 1 Yr Total Return (2008): -49.30% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic USBNX Category Alpha (against Standard Index) -6.57 0.16 Beta (against Standard Index) 1.20 1.12 Mean Annual Return -14.25 -0.38 R-squared (against Standard Index) 84 84.86 Standard Deviation 25.93 24.29 Sharpe Ratio -0.54 N/A Treynor Ratio -13.79 N/A 5 Years Statistic USBNX Category Alpha (against Standard Index) -2.41 -0.01 Beta (against Standard Index) 1.23 1.17 Mean Annual Return -3.08 0.16 R-squared (against Standard Index) 82 80.32 Standard Deviation 21.86 20.99 Sharpe Ratio -0.16 N/A Treynor Ratio -4.93 N/A 10 Years Statistic USBNX Category Alpha (against Standard Index) 3.78 4.06 Beta (against Standard Index) 1.07 1.16 Mean Annual Return 2.02 0.37 R-squared (against Standard Index) 65 57.27 Standard Deviation 21.57 25.21 Sharpe Ratio 0.07 N/A Treynor Ratio -0.85 N/A
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