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Azzad Ethical (ADJEX)

12.72 Up 0.12(0.95%) 18 May


Risk as of 28-Feb-2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up9
Number of Years Down3
Best 1 Yr Total Return(31-Dec-2009):53.75%
Worst 1 Yr Total Return(31-Dec-2008):-43.38%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticADJEXCategory
Alpha (against Standard Index)-0.55-2.43
Beta (against Standard Index)1.071.12
Mean Annual Return1.191.03
R-squared (against Standard Index)87.1988.06
Standard Deviation17.3817.98
Sharpe Ratio0.810.69
Treynor Ratio12.6010.24
5 Years
StatisticADJEXCategory
Alpha (against Standard Index)1.760.14
Beta (against Standard Index)1.071.09
Mean Annual Return0.740.64
R-squared (against Standard Index)83.5486.84
Standard Deviation22.1422.07
Sharpe Ratio0.380.34
Treynor Ratio5.854.70
10 Years
StatisticADJEXCategory
Alpha (against Standard Index)0.211.39
Beta (against Standard Index)1.071.13
Mean Annual Return0.820.92
R-squared (against Standard Index)77.4581.77
Standard Deviation18.0218.27
Sharpe Ratio0.450.51
Treynor Ratio6.287.15