Gain : 18.28 %
(Sep 14, 2007 to Aug 06, 2008)
(Sep 14, 2007 to Aug 06, 2008)
| Symbol | P/E | Sortino | Sharpe | Jensen's Alpha | Treynor | Beta |
|---|---|---|---|---|---|---|
| AAPL | NA | 0.02 | 0.02 | 17.13 | 0.28 | 0.35 |
| XRX | NA | -0.15 | -0.09 | -25.71 | -0.7 | 0.53 |
| HIT | NA | -0.01 | -0.01 | 4.68 | -0.09 | 0.38 |
| NCR | NA | -0.06 | -0.07 | -55.89 | -6.76 | 0.09 |
| CSCO | NA | -0.14 | -0.08 | -21.69 | -0.59 | 0.57 |
| JAVA | NA | -0.13 | -0.1 | -56.21 | -2.52 | 0.24 |
| EMC | NA | -0.11 | -0.08 | -36.03 | -1.32 | 0.33 |
| DELL | NA | -0.07 | -0.05 | -14.69 | -0.54 | 0.45 |
| STX | NA | -0.11 | -0.09 | -40.53 | -1.8 | 0.25 |
| CAJ | NA | -0.11 | -0.06 | -16.57 | -0.61 | 0.41 |
| NIPNY | NA | NA | NA | NA | NA | NA |
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