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Mon, 20 May, 2013 9:13AM - India Markets close in 6 hrs 47 mins
BSE
0.04%
NSE
0.17%
More On QAGIX
Quotes
Summary
Historical Prices
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Interactive
Basic Chart
Basic Tech. Analysis
News & Info
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Fund
Profile
Performance
Holdings
Risk
Purchase Info
Quaker Strategic Growth I (QAGIX)
20.93
0.18
(0.87%)
18 May
Add to Portfolio
Risk
as of 28-Feb-2013
Get Risk for:
Risk Overview
Morningstar Risk Rating:
3
Number of Years Up
8
Number of Years Down
4
Best 1 Yr Total Return
(31-Dec-2007)
:
33.44%
Worst 1 Yr Total Return
(31-Dec-2008)
:
-45.82%
Risk (Modern Portfolio Theory) Statistics
3 Years
Statistic
QAGIX
Category
Alpha (against Standard Index)
-5.80
-2.48
Beta (against Standard Index)
1.03
1.08
Mean Annual Return
0.71
0.98
R-squared (against Standard Index)
93.91
92.65
Standard Deviation
16.20
16.81
Sharpe Ratio
0.52
0.70
Treynor Ratio
7.13
10.12
5 Years
Statistic
QAGIX
Category
Alpha (against Standard Index)
-8.32
-0.57
Beta (against Standard Index)
0.93
1.02
Mean Annual Return
-0.18
0.54
R-squared (against Standard Index)
73.49
91.10
Standard Deviation
20.49
20.13
Sharpe Ratio
-0.12
0.31
Treynor Ratio
-4.83
4.17
10 Years
Statistic
QAGIX
Category
Alpha (against Standard Index)
-0.01
-0.28
Beta (against Standard Index)
0.93
1.04
Mean Annual Return
0.71
0.73
R-squared (against Standard Index)
66.24
87.52
Standard Deviation
16.97
16.34
Sharpe Ratio
0.40
0.43
Treynor Ratio
5.98
5.67
1186550037