CAIBX
Category: Equity
MODERN PORTFOLIO THEORY STATISTICS
| Standard Deviation | Alpha | Beta | R-Squared | Sharpe Ratio | Treynor Ratio | |
|---|---|---|---|---|---|---|
| CAIBX | ||||||
| S&P 500 | ||||||
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| Standard Deviation gauges the variability of expected returns compared to returns over time. | Alpha measures the manager’s contributions to performance on security selection. | Beta measures a portfolio’s sensitivity to market trends. | R-Squared shows how market trends influence the fund’s performance. | Sharpe Ratio describes returns being the result of smart investments vs. risk factors. | Treynor Ratio is a risk-adjusted measure of return based on systematic risks. | |
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BEST AND WORST PERFORMANCE OVER 3 YEARS
| 1 Year (Ending 7/1997) |  31.87% |
| 3 Year (Ending 3/1998) | 87.96% |
| Recent Bullish Period | 2/28/09 - 9/30/09 |
| 1 Year (Ending 2/2009) |  34.04% |
| 3 Year (Ending 2/2009) | 19.56% |
| Recent Bearish Period | 10/31/07 - 2/28/09 |