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Ancora Income D (ANIDX)
On
Feb 9
:
8.63
0.02
(0.23%)
MORE ON ANIDX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2009)
:
26.59%
Worst 1 Yr Total Return
(2008)
:
-10.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ANIDX
Category
Alpha (against Standard Index)
-5.21
-1.42
Beta (against Standard Index)
1.52
1.01
Mean Annual Return
2.26
0.42
R-squared (against Standard Index)
14
59.04
Standard Deviation
16.65
6.05
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.18
N/A
5 Years
Statistic
ANIDX
Category
Alpha (against Standard Index)
-1.78
-0.88
Beta (against Standard Index)
1.30
0.97
Mean Annual Return
3.19
0.35
R-squared (against Standard Index)
14
62.05
Standard Deviation
13.03
4.99
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.22
N/A
10 Years
Statistic
ANIDX
Category
Alpha (against Standard Index)
N/A
-0.56
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.48
R-squared (against Standard Index)
N/A
71.15
Standard Deviation
N/A
4.50
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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