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Quant Long/Short Ordinary (USBOX)

On Dec 17: 10.87   0.17 (1.54%)

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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): 16.38% Worst 1 Yr Total Return (2008): -41.52% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic USBOX Category Alpha (against Standard Index) -7.26 0.06 Beta (against Standard Index) 0.97 1.00 Mean Annual Return -12.30 -0.33 R-squared (against Standard Index) 93 95.82 Standard Deviation 19.98 20.42 Sharpe Ratio -0.67 N/A Treynor Ratio -15.01 N/A 5 Years Statistic USBOX Category Alpha (against Standard Index) -3.15 0.04 Beta (against Standard Index) 0.99 1.01 Mean Annual Return -2.48 0.17 R-squared (against Standard Index) 92 95.19 Standard Deviation 16.53 16.64 Sharpe Ratio -0.25 N/A Treynor Ratio -5.55 N/A 10 Years Statistic USBOX Category Alpha (against Standard Index) -3.19 0.81 Beta (against Standard Index) 1.03 0.96 Mean Annual Return -4.07 0.14 R-squared (against Standard Index) 85 91.13 Standard Deviation 18.07 16.39 Sharpe Ratio -0.30 N/A Treynor Ratio -6.80 N/A
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