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Ancora Income C (ANICX)
On
Dec 4
:
8.50
0.02
(0.24%)
MORE ON ANICX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
8.72%
Worst 1 Yr Total Return
(2008)
:
-10.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ANICX
Category
Alpha (against Standard Index)
-6.85
-1.72
Beta (against Standard Index)
1.72
1.02
Mean Annual Return
0.81
0.39
R-squared (against Standard Index)
18
59.27
Standard Deviation
16.50
5.93
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-0.94
N/A
5 Years
Statistic
ANICX
Category
Alpha (against Standard Index)
-2.81
-1.05
Beta (against Standard Index)
1.44
0.98
Mean Annual Return
2.27
0.33
R-squared (against Standard Index)
16
61.87
Standard Deviation
12.92
4.88
Sharpe Ratio
0.01
N/A
Treynor Ratio
-0.52
N/A
10 Years
Statistic
ANICX
Category
Alpha (against Standard Index)
N/A
-0.65
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.45
R-squared (against Standard Index)
N/A
71.12
Standard Deviation
N/A
4.47
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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