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Alger Large Cap Growth B (AFGPX)
On
Nov 27
:
9.27
0.15
(1.59%)
MORE ON AFGPX
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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)
:
18.70%
Worst 1 Yr Total Return
(2008)
:
-46.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AFGPX
Category
Alpha (against Standard Index)
2.93
2.45
Beta (against Standard Index)
1.04
1.00
Mean Annual Return
-5.04
-0.24
R-squared (against Standard Index)
87
88.47
Standard Deviation
21.84
20.84
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-7.16
N/A
5 Years
Statistic
AFGPX
Category
Alpha (against Standard Index)
0.87
0.94
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
0.72
0.21
R-squared (against Standard Index)
85
86.37
Standard Deviation
18.14
17.46
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.18
N/A
10 Years
Statistic
AFGPX
Category
Alpha (against Standard Index)
-1.16
0.18
Beta (against Standard Index)
1.09
1.04
Mean Annual Return
-2.86
0.04
R-squared (against Standard Index)
85
78.62
Standard Deviation
19.08
19.22
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.33
N/A
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