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Alger SmallCap Growth C (AGSCX)
On
Nov 30
:
4.89
0.00
(0.00%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
18.06%
Worst 1 Yr Total Return
(2008)
:
-46.36%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AGSCX
Category
Alpha (against Standard Index)
2.79
1.71
Beta (against Standard Index)
1.15
1.15
Mean Annual Return
-6.53
-0.40
R-squared (against Standard Index)
86
85.55
Standard Deviation
24.21
24.28
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.76
N/A
5 Years
Statistic
AGSCX
Category
Alpha (against Standard Index)
4.91
1.12
Beta (against Standard Index)
1.21
1.19
Mean Annual Return
4.00
0.21
R-squared (against Standard Index)
82
81.02
Standard Deviation
21.28
21.15
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.80
N/A
10 Years
Statistic
AGSCX
Category
Alpha (against Standard Index)
0.19
5.25
Beta (against Standard Index)
1.17
1.18
Mean Annual Return
-2.93
0.43
R-squared (against Standard Index)
59
56.73
Standard Deviation
24.56
25.52
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-5.03
N/A
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