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GRE: GRE (CEF)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 10/28/2004 |
Last Dividend Date: | 09/18/2008 |
12-Mo. Yield | - |
Expenses | - |
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Performance Analytics (As of 10/14/2009)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | Since 10/28/2004 |
2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 21.7 | -3.5 | 1.5 | 29.9 | -35.9 | 6.3 | 13.7 | 6.0 | 1.0 |
Sharpe Ratio | NA | 0.61 | -0.19 | -0.02 | 1.31 | -1.03 | 0.24 | 1.04 | 0.31 | 0.82 |
Draw Down(%) | NA | 30.7 | 55.2 | 55.2 | 29.3 | 47.4 | 8.8 | 3.8 | 9.2 | 1.8 |
Standard Deviation(%) | NA | 35.5 | 27.0 | 22.1 | 30.0 | 35.7 | 13.5 | 10.2 | 12.1 | 5.2 |
Treynor Ratio | NA | 0.35 | -0.08 | -0.01 | 0.53 | -0.62 | 0.08 | 0.24 | 0.13 | 11.23 |
Alpha | NA | 0.06 | 0.0 | 0.0 | 0.06 | -0.06 | 0.01 | 0.02 | 0.01 | 0.02 |
Beta | NA | 0.61 | 0.62 | 0.6 | 0.74 | 0.6 | 0.44 | 0.43 | 0.29 | 0.0 |
RSquared | NA | 0.47 | 0.47 | 0.42 | 0.54 | 0.47 | 0.27 | 0.18 | 0.06 | 0.0 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/28/2004
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