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Alger Large Cap Growth A (ALGAX)
On
Nov 27
:
10.31
0.16
(1.53%)
MORE ON ALGAX
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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)
:
19.50%
Worst 1 Yr Total Return
(2008)
:
-45.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ALGAX
Category
Alpha (against Standard Index)
3.59
2.45
Beta (against Standard Index)
1.04
1.00
Mean Annual Return
-4.41
-0.24
R-squared (against Standard Index)
87
88.47
Standard Deviation
21.83
20.84
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-6.56
N/A
5 Years
Statistic
ALGAX
Category
Alpha (against Standard Index)
1.58
0.94
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
1.44
0.21
R-squared (against Standard Index)
85
86.37
Standard Deviation
18.18
17.46
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.50
N/A
10 Years
Statistic
ALGAX
Category
Alpha (against Standard Index)
-0.43
0.18
Beta (against Standard Index)
1.09
1.04
Mean Annual Return
-2.15
0.04
R-squared (against Standard Index)
85
78.62
Standard Deviation
19.10
19.22
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.68
N/A
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