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Alger MidCap Growth Institutional I (ALMRX)
On
Dec 1
:
11.48
0.18
(1.59%)
MORE ON ALMRX
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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)
:
34.56%
Worst 1 Yr Total Return
(2008)
:
-58.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ALMRX
Category
Alpha (against Standard Index)
4.27
3.31
Beta (against Standard Index)
1.29
1.09
Mean Annual Return
-7.27
-0.23
R-squared (against Standard Index)
79
84.23
Standard Deviation
28.38
23.37
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-7.51
N/A
5 Years
Statistic
ALMRX
Category
Alpha (against Standard Index)
1.98
2.25
Beta (against Standard Index)
1.31
1.13
Mean Annual Return
0.24
0.31
R-squared (against Standard Index)
78
81.04
Standard Deviation
23.64
20.00
Sharpe Ratio
0.01
N/A
Treynor Ratio
-2.13
N/A
10 Years
Statistic
ALMRX
Category
Alpha (against Standard Index)
6.42
4.42
Beta (against Standard Index)
1.21
1.13
Mean Annual Return
3.44
0.37
R-squared (against Standard Index)
68
60.91
Standard Deviation
23.59
23.71
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.39
N/A
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