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Alger MidCap Growth A (AMGAX)
On
Nov 27
:
5.53
0.11
(1.95%)
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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)
:
31.51%
Worst 1 Yr Total Return
(2008)
:
-58.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMGAX
Category
Alpha (against Standard Index)
3.72
3.31
Beta (against Standard Index)
1.28
1.09
Mean Annual Return
-7.67
-0.23
R-squared (against Standard Index)
79
84.23
Standard Deviation
28.12
23.37
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-7.87
N/A
5 Years
Statistic
AMGAX
Category
Alpha (against Standard Index)
1.61
2.25
Beta (against Standard Index)
1.31
1.13
Mean Annual Return
-0.11
0.31
R-squared (against Standard Index)
78
81.04
Standard Deviation
23.56
20.00
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.40
N/A
10 Years
Statistic
AMGAX
Category
Alpha (against Standard Index)
5.74
4.42
Beta (against Standard Index)
1.22
1.13
Mean Annual Return
2.72
0.37
R-squared (against Standard Index)
69
60.91
Standard Deviation
23.61
23.71
Sharpe Ratio
0.11
N/A
Treynor Ratio
-0.21
N/A
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