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Ancora Special Opportunity I (ANSIX)

7.00 Up 0.02(0.29%) Oct 21

Risk as of Sep 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up7
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2009):87.78%
Worst 1 Yr Total Return(Dec 30, 2008):-45.35%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-0.79-4.68
Beta (against Standard Index)0.820.99
Mean Annual Return0.700.54
R-squared (against Standard Index)65.7264.24
Standard Deviation10.9013.56
Sharpe Ratio0.760.49
Treynor Ratio9.765.82
5 Years
Alpha (against Standard Index)2.29-2.70
Beta (against Standard Index)0.741.10
Mean Annual Return1.181.22
R-squared (against Standard Index)51.6672.86
Standard Deviation11.5014.34
Sharpe Ratio1.221.03
Treynor Ratio19.1413.32
10 Years
Alpha (against Standard Index)0.11-1.13
Beta (against Standard Index)1.031.16
Mean Annual Return0.710.69
R-squared (against Standard Index)65.1081.48
Standard Deviation19.4519.66
Sharpe Ratio0.390.38
Treynor Ratio5.824.98