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Alger MidCap Growth C (AMGCX)
On
Dec 4
:
4.75
0.03
(0.64%)
MORE ON AMGCX
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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)
:
30.60%
Worst 1 Yr Total Return
(2008)
:
-58.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMGCX
Category
Alpha (against Standard Index)
2.87
3.31
Beta (against Standard Index)
1.28
1.09
Mean Annual Return
-8.44
-0.23
R-squared (against Standard Index)
79
84.23
Standard Deviation
28.07
23.37
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-8.48
N/A
5 Years
Statistic
AMGCX
Category
Alpha (against Standard Index)
0.80
2.25
Beta (against Standard Index)
1.30
1.13
Mean Annual Return
-0.90
0.31
R-squared (against Standard Index)
78
81.04
Standard Deviation
23.49
20.00
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-3.01
N/A
10 Years
Statistic
AMGCX
Category
Alpha (against Standard Index)
4.93
4.42
Beta (against Standard Index)
1.21
1.13
Mean Annual Return
1.91
0.37
R-squared (against Standard Index)
69
60.91
Standard Deviation
23.54
23.71
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.87
N/A
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