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Alger Health Sciences C (AHSCX)
On
Dec 1
:
15.84
0.19
(1.21%)
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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
(2005)
:
17.39%
Worst 1 Yr Total Return
(2008)
:
-26.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AHSCX
Category
Alpha (against Standard Index)
3.60
2.21
Beta (against Standard Index)
0.74
0.72
Mean Annual Return
-1.25
-0.08
R-squared (against Standard Index)
66
62.22
Standard Deviation
17.64
18.26
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-4.99
N/A
5 Years
Statistic
AHSCX
Category
Alpha (against Standard Index)
5.84
2.35
Beta (against Standard Index)
0.76
0.73
Mean Annual Return
6.82
0.36
R-squared (against Standard Index)
62
57.56
Standard Deviation
15.25
15.68
Sharpe Ratio
0.32
N/A
Treynor Ratio
5.02
N/A
10 Years
Statistic
AHSCX
Category
Alpha (against Standard Index)
N/A
6.46
Beta (against Standard Index)
N/A
0.61
Mean Annual Return
N/A
0.65
R-squared (against Standard Index)
N/A
28.51
Standard Deviation
N/A
19.99
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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