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 STI Down0.30%

CNI Charter CSC Small Cap Value N (RCBAX)

24.07 Up 0.13(0.54%) 21 Jan


Risk as of Dec 31, 2011Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up6
Number of Years Down4
Best 1 Yr Total Return(Dec 31, 2009):58.97%
Worst 1Yr Total Return(Dec 31, 2008):-46.54%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticRCBAXCategory
Alpha (against Standard Index)8.78-5.11
Beta (against Standard Index)1.101.21
Mean Annual Return2.100.91
R-squared (against Standard Index)75.9589.06
Standard Deviation23.8819.31
Sharpe Ratio1.050.57
Treynor Ratio22.747.92
5 Years
StatisticRCBAXCategory
Alpha (against Standard Index)0.301.94
Beta (against Standard Index)1.221.22
Mean Annual Return0.160.86
R-squared (against Standard Index)76.9486.38
Standard Deviation26.2524.82
Sharpe Ratio0.020.41
Treynor Ratio-2.395.98
10 Years
StatisticRCBAXCategory
Alpha (against Standard Index)2.692.14
Beta (against Standard Index)1.161.20
Mean Annual Return0.601.02
R-squared (against Standard Index)72.5882.15
Standard Deviation21.6119.46
Sharpe Ratio0.250.55
Treynor Ratio2.637.73