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Version 1.0 Analysis based on Data thru: 12/31/2009 Period:
Trailing Periods of Monthly Returns where "5" means the past 5 years of trailing monthly data.
R-squared:
Measures how closely the Fund is correlated with the Index. An R-squared of 1 means perfectly correlated.
Beta:
Measures volatility of the fund in comparison to the index. If Beta is > 1, then the fund is more volatile than the index. If the Beta is < 1, then the fund is less volatile than the index.
Alpha:
Measure of risk-adjusted performance compared to the index. If the Alpha is positive, then the fund is outperforming the index. If the Alpha is negative, then the fund is underperforming the index.
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You may not redistribute the analytics in whole or in part outside the PDF reports.
All trademarks above are trademarks of their respective owners.
Analytics are derived from monthly historical performance data that is believed to be accurate. Software and Analytics are © Copyright 2009 Torrid Technologies, Inc. All Rights Reserved. |
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