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Touchstone Growth Opportunities A (TGVFX)

28.30 Down 0.02(0.07%) Aug 25

Risk as of Jul 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up14
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2003):39.74%
Worst 1 Yr Total Return(Dec 30, 2008):-39.32%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTGVFXCategory
Alpha (against Standard Index)-4.21-1.05
Beta (against Standard Index)1.141.04
Mean Annual Return0.720.88
R-squared (against Standard Index)87.8484.69
Standard Deviation13.5412.60
Sharpe Ratio0.630.84
Treynor Ratio6.919.86
5 Years
StatisticTGVFXCategory
Alpha (against Standard Index)-5.48-2.66
Beta (against Standard Index)1.261.08
Mean Annual Return0.940.98
R-squared (against Standard Index)89.6088.21
Standard Deviation16.0613.96
Sharpe Ratio0.700.84
Treynor Ratio8.2710.51
10 Years
StatisticTGVFXCategory
Alpha (against Standard Index)-0.010.26
Beta (against Standard Index)1.051.02
Mean Annual Return0.760.76
R-squared (against Standard Index)85.6188.60
Standard Deviation17.4016.63
Sharpe Ratio0.470.49
Treynor Ratio6.566.95