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Alger Large Cap Growth C (ALGCX)
On
Dec 4
:
9.35
0.03
(0.32%)
MORE ON ALGCX
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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)
:
18.71%
Worst 1 Yr Total Return
(2008)
:
-46.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ALGCX
Category
Alpha (against Standard Index)
2.90
2.45
Beta (against Standard Index)
1.04
1.00
Mean Annual Return
-5.09
-0.24
R-squared (against Standard Index)
87
88.47
Standard Deviation
21.85
20.84
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-7.20
N/A
5 Years
Statistic
ALGCX
Category
Alpha (against Standard Index)
0.85
0.94
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
0.70
0.21
R-squared (against Standard Index)
85
86.37
Standard Deviation
18.18
17.46
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.20
N/A
10 Years
Statistic
ALGCX
Category
Alpha (against Standard Index)
-1.17
0.18
Beta (against Standard Index)
1.09
1.04
Mean Annual Return
-2.87
0.04
R-squared (against Standard Index)
85
78.62
Standard Deviation
19.09
19.22
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.34
N/A
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