Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Monday, March 22, 2010, 7:06AM ET - U.S. Markets open in 2 hours and 24 minutes.
Dow
0.35%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Flex-funds Quantex (FLCGX)
On
Mar 19
:
20.33
0.21
(1.02%)
MORE ON FLCGX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 28-Feb-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
5
Number of Years Up:
17
Number of Years Down:
7
Best 1 Yr Total Return
(2009-12-31)
:
77.37%
Worst 1 Yr Total Return
(2008-12-31)
:
-43.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FLCGX
Category
Alpha (against Standard Index)
9.33
1.79
Beta (against Standard Index)
1.49
1.15
Mean Annual Return
0.23
-0.24
R-squared (against Standard Index)
84.70
90.09
Standard Deviation
32.47
24.37
Sharpe Ratio
0.03
-0.19
Treynor Ratio
-2.79
-6.53
5 Years
Statistic
FLCGX
Category
Alpha (against Standard Index)
6.26
2.34
Beta (against Standard Index)
1.48
1.16
Mean Annual Return
0.62
0.32
R-squared (against Standard Index)
83.74
88.44
Standard Deviation
26.06
19.85
Sharpe Ratio
0.18
0.05
Treynor Ratio
0.86
-0.82
10 Years
Statistic
FLCGX
Category
Alpha (against Standard Index)
1.96
8.14
Beta (against Standard Index)
1.23
0.97
Mean Annual Return
0.21
0.77
R-squared (against Standard Index)
84.34
74.12
Standard Deviation
21.63
18.14
Sharpe Ratio
-0.01
0.36
Treynor Ratio
-2.07
5.39
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center