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Alger SmallCap Growth A (ALSAX)
On
Nov 27
:
5.47
0.11
(1.97%)
MORE ON ALSAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
19.01%
Worst 1 Yr Total Return
(2008)
:
-45.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ALSAX
Category
Alpha (against Standard Index)
3.50
1.71
Beta (against Standard Index)
1.15
1.15
Mean Annual Return
-5.83
-0.40
R-squared (against Standard Index)
86
85.55
Standard Deviation
24.16
24.28
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-7.16
N/A
5 Years
Statistic
ALSAX
Category
Alpha (against Standard Index)
5.62
1.12
Beta (against Standard Index)
1.21
1.19
Mean Annual Return
4.74
0.21
R-squared (against Standard Index)
82
81.02
Standard Deviation
21.27
21.15
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.42
N/A
10 Years
Statistic
ALSAX
Category
Alpha (against Standard Index)
0.92
5.25
Beta (against Standard Index)
1.18
1.18
Mean Annual Return
-2.22
0.43
R-squared (against Standard Index)
59
56.73
Standard Deviation
24.55
25.52
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-4.42
N/A
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