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Campbell Dynamic Trend Institutional (CDRTX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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5.05+0.00 (+0.03%)
At close: 09:00PM EDT

Risk overview

Morningstar risk rating★★
Number of years up2
Number of years down3
Best 1-yr total return (3 Feb 2019)5.43%
Worst 1-yr total return (3 Feb 2019)-6.22%

Risk statistics

3 years
CDRTXCategory average
5 years
CDRTXCategory average
10 years
CDRTXCategory average
Alpha
1.830.02
0.07-0.01
N/A-0
BETA
0.590
0.580
N/A0
Mean annual return
0.080
-0.050
N/A0
R-squared
52.510.1
48.160.09
N/A0.04
Standard deviation
80.1
7.550.1
N/A0.09
Sharpe ratio
-0.10
-0.240
N/A0
Treynor ratio
-1.88-0.04
-3.62-1.01
N/A-0.27