Skip to search.
 STI Down0.09%

Clipper (CFIMX)

81.91 Up 0.69(0.85%) 18 May


Risk as of Feb 28, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up22
Number of Years Down6
Best 1 Yr Total Return(Dec 31, 2009):37.60%
Worst 1Yr Total Return(Dec 31, 2008):-49.57%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCFIMXCategory
Alpha (against Standard Index)0.25-2.01
Beta (against Standard Index)0.861.04
Mean Annual Return1.010.98
R-squared (against Standard Index)94.4996.78
Standard Deviation13.4015.86
Sharpe Ratio0.900.74
Treynor Ratio13.7110.68
5 Years
StatisticCFIMXCategory
Alpha (against Standard Index)-2.49-0.96
Beta (against Standard Index)1.061.02
Mean Annual Return0.380.51
R-squared (against Standard Index)91.3396.21
Standard Deviation20.9519.63
Sharpe Ratio0.200.30
Treynor Ratio1.933.94
10 Years
StatisticCFIMXCategory
Alpha (against Standard Index)-3.36-0.38
Beta (against Standard Index)1.021.02
Mean Annual Return0.490.70
R-squared (against Standard Index)87.8394.96
Standard Deviation16.1615.34
Sharpe Ratio0.260.44
Treynor Ratio2.855.74