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Advance Capital I Equity Growth (ADEGX)
On
Dec 1
:
17.90
0.28
(1.59%)
MORE ON ADEGX
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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
(2004)
:
14.45%
Worst 1 Yr Total Return
(2008)
:
-46.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ADEGX
Category
Alpha (against Standard Index)
3.27
3.31
Beta (against Standard Index)
1.20
1.09
Mean Annual Return
-6.70
-0.23
R-squared (against Standard Index)
85
84.23
Standard Deviation
25.31
23.37
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-7.60
N/A
5 Years
Statistic
ADEGX
Category
Alpha (against Standard Index)
1.47
2.25
Beta (against Standard Index)
1.21
1.13
Mean Annual Return
0.56
0.31
R-squared (against Standard Index)
85
81.04
Standard Deviation
20.81
20.00
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.04
N/A
10 Years
Statistic
ADEGX
Category
Alpha (against Standard Index)
5.68
4.42
Beta (against Standard Index)
1.22
1.13
Mean Annual Return
2.70
0.37
R-squared (against Standard Index)
70
60.91
Standard Deviation
23.50
23.71
Sharpe Ratio
0.11
N/A
Treynor Ratio
-0.23
N/A
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