Dow Up0.12% Nasdaq Down0.19%

More On ANSIX


Ancora Special Opportunity I (ANSIX)

7.31 Down 0.01(0.14%) Feb 22

Risk as of Jan 30, 2017Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up8
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
StatisticANSIXCategory
Alpha (against Standard Index)-1.36-3.05
Beta (against Standard Index)0.901.08
Mean Annual Return0.700.73
R-squared (against Standard Index)70.4558.69
Standard Deviation11.1714.93
Sharpe Ratio0.740.59
Treynor Ratio8.837.30
5 Years
StatisticANSIXCategory
Alpha (against Standard Index)1.95-2.20
Beta (against Standard Index)0.841.08
Mean Annual Return1.131.05
R-squared (against Standard Index)58.9164.44
Standard Deviation11.3013.90
Sharpe Ratio1.190.92
Treynor Ratio16.1611.46
10 Years
StatisticANSIXCategory
Alpha (against Standard Index)-0.19-0.86
Beta (against Standard Index)1.031.17
Mean Annual Return0.660.70
R-squared (against Standard Index)65.2180.50
Standard Deviation19.4520.07
Sharpe Ratio0.370.39
Treynor Ratio5.425.10