• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.48% Nasdaq Up0.28%

    Laudus US Large Cap Growth (LGILX)

    17.03 0.00(0.00%) Jan 20

    Risk as of Dec 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up15
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):49.58%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.74%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticLGILXCategory
    Alpha (against Standard Index)-3.82-3.04
    Beta (against Standard Index)1.071.02
    Mean Annual Return0.490.52
    R-squared (against Standard Index)77.1083.21
    Standard Deviation13.1112.12
    Sharpe Ratio0.440.51
    Treynor Ratio4.725.47
    5 Years
    StatisticLGILXCategory
    Alpha (against Standard Index)-2.15-2.08
    Beta (against Standard Index)1.111.05
    Mean Annual Return1.141.08
    R-squared (against Standard Index)77.6683.92
    Standard Deviation13.0411.95
    Sharpe Ratio1.041.08
    Treynor Ratio12.1812.25
    10 Years
    StatisticLGILXCategory
    Alpha (against Standard Index)2.290.05
    Beta (against Standard Index)1.011.02
    Mean Annual Return0.860.67
    R-squared (against Standard Index)84.5288.44
    Standard Deviation16.7916.58
    Sharpe Ratio0.570.44
    Treynor Ratio8.446.12