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Alger Capital Appreciation Instl I (ALARX)
On
Dec 29
:
18.36
0.05
(0.27%)
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Research Reports
Risk
As of 30-Nov-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)
:
31.63%
Worst 1 Yr Total Return
(2008)
:
-43.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ALARX
Category
Alpha (against Standard Index)
8.42
2.20
Beta (against Standard Index)
1.04
0.99
Mean Annual Return
1.64
-0.14
R-squared (against Standard Index)
84
88.76
Standard Deviation
22.55
21.04
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.61
N/A
5 Years
Statistic
ALARX
Category
Alpha (against Standard Index)
7.71
0.80
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
8.19
0.24
R-squared (against Standard Index)
83
86.59
Standard Deviation
18.68
17.50
Sharpe Ratio
0.36
N/A
Treynor Ratio
4.90
N/A
10 Years
Statistic
ALARX
Category
Alpha (against Standard Index)
1.65
-0.13
Beta (against Standard Index)
1.09
1.04
Mean Annual Return
-0.25
0.05
R-squared (against Standard Index)
64
78.99
Standard Deviation
22.07
19.17
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.90
N/A
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