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 STI Up0.30%

Concorde Value (CONVX)

13.99 Down 0.12(0.85%) 23 May


Risk as of Feb 28, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up19
Number of Years Down6
Best 1 Yr Total Return(Dec 31, 2003):21.00%
Worst 1Yr Total Return(Dec 31, 2008):-37.76%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCONVXCategory
Alpha (against Standard Index)-5.37-2.01
Beta (against Standard Index)0.991.04
Mean Annual Return0.700.98
R-squared (against Standard Index)94.1796.78
Standard Deviation15.5515.86
Sharpe Ratio0.530.74
Treynor Ratio7.4010.68
5 Years
StatisticCONVXCategory
Alpha (against Standard Index)-6.33-0.96
Beta (against Standard Index)1.051.02
Mean Annual Return0.050.51
R-squared (against Standard Index)95.1096.21
Standard Deviation20.2619.63
Sharpe Ratio0.010.30
Treynor Ratio-1.723.94
10 Years
StatisticCONVXCategory
Alpha (against Standard Index)-3.82-0.38
Beta (against Standard Index)1.031.02
Mean Annual Return0.450.70
R-squared (against Standard Index)92.5194.96
Standard Deviation15.8215.34
Sharpe Ratio0.240.44
Treynor Ratio2.445.74