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U.S. Global Investors Gold and Prec Mtls (USERX)
On
Nov 30
:
16.30
0.12
(0.74%)
MORE ON USERX
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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)
:
50.19%
Worst 1 Yr Total Return
(2008)
:
-27.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
USERX
Category
Alpha (against Standard Index)
-2.06
6.81
Beta (against Standard Index)
10.30
6.36
Mean Annual Return
5.58
1.46
R-squared (against Standard Index)
1
0.66
Standard Deviation
41.01
44.41
Sharpe Ratio
0.28
N/A
Treynor Ratio
0.31
N/A
5 Years
Statistic
USERX
Category
Alpha (against Standard Index)
17.93
16.06
Beta (against Standard Index)
3.57
3.04
Mean Annual Return
17.82
1.77
R-squared (against Standard Index)
0
0.24
Standard Deviation
37.78
39.29
Sharpe Ratio
0.54
N/A
Treynor Ratio
4.14
N/A
10 Years
Statistic
USERX
Category
Alpha (against Standard Index)
18.35
17.52
Beta (against Standard Index)
2.70
3.02
Mean Annual Return
16.92
1.85
R-squared (against Standard Index)
0
0.17
Standard Deviation
38.06
35.11
Sharpe Ratio
0.52
N/A
Treynor Ratio
5.17
N/A
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