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Alger SMidCap Growth A (ALMAX)
On
Nov 27
:
11.99
0.23
(1.88%)
MORE ON ALMAX
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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)
:
26.25%
Worst 1 Yr Total Return
(2008)
:
-48.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ALMAX
Category
Alpha (against Standard Index)
5.17
3.31
Beta (against Standard Index)
1.12
1.09
Mean Annual Return
-3.95
-0.23
R-squared (against Standard Index)
85
84.23
Standard Deviation
23.84
23.37
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-5.68
N/A
5 Years
Statistic
ALMAX
Category
Alpha (against Standard Index)
6.78
2.25
Beta (against Standard Index)
1.18
1.13
Mean Annual Return
6.11
0.31
R-squared (against Standard Index)
81
81.04
Standard Deviation
20.79
20.00
Sharpe Ratio
0.25
N/A
Treynor Ratio
2.62
N/A
10 Years
Statistic
ALMAX
Category
Alpha (against Standard Index)
N/A
4.42
Beta (against Standard Index)
N/A
1.13
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
60.91
Standard Deviation
N/A
23.71
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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