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Alger Capital Appreciation Instl R (ACARX)
On
Dec 8
:
16.99
0.16
(0.93%)
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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)
:
30.96%
Worst 1 Yr Total Return
(2008)
:
-44.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACARX
Category
Alpha (against Standard Index)
9.11
2.45
Beta (against Standard Index)
1.05
1.00
Mean Annual Return
0.83
-0.24
R-squared (against Standard Index)
84
88.47
Standard Deviation
22.48
20.84
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.50
N/A
5 Years
Statistic
ACARX
Category
Alpha (against Standard Index)
7.68
0.94
Beta (against Standard Index)
1.07
1.01
Mean Annual Return
7.69
0.21
R-squared (against Standard Index)
83
86.37
Standard Deviation
18.69
17.46
Sharpe Ratio
0.33
N/A
Treynor Ratio
4.36
N/A
10 Years
Statistic
ACARX
Category
Alpha (against Standard Index)
1.61
0.18
Beta (against Standard Index)
1.10
1.04
Mean Annual Return
-0.71
0.04
R-squared (against Standard Index)
65
78.62
Standard Deviation
21.95
19.22
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.35
N/A
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