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Alger Capital Appreciation B (ACAPX)
On
Nov 30
:
10.98
0.01
(0.09%)
MORE ON ACAPX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
31.01%
Worst 1 Yr Total Return
(2008)
:
-44.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACAPX
Category
Alpha (against Standard Index)
8.92
2.45
Beta (against Standard Index)
1.07
1.00
Mean Annual Return
0.46
-0.24
R-squared (against Standard Index)
84
88.47
Standard Deviation
22.78
20.84
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.84
N/A
5 Years
Statistic
ACAPX
Category
Alpha (against Standard Index)
7.50
0.94
Beta (against Standard Index)
1.09
1.01
Mean Annual Return
7.42
0.21
R-squared (against Standard Index)
83
86.37
Standard Deviation
18.97
17.46
Sharpe Ratio
0.32
N/A
Treynor Ratio
4.05
N/A
10 Years
Statistic
ACAPX
Category
Alpha (against Standard Index)
1.55
0.18
Beta (against Standard Index)
1.11
1.04
Mean Annual Return
-0.83
0.04
R-squared (against Standard Index)
65
78.62
Standard Deviation
22.11
19.22
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.43
N/A
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