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Ancora Equity C (ANQCX)
On
Dec 4
:
8.97
0.04
(0.45%)
MORE ON ANQCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.49%
Worst 1 Yr Total Return
(2008)
:
-34.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ANQCX
Category
Alpha (against Standard Index)
5.06
0.38
Beta (against Standard Index)
1.17
1.00
Mean Annual Return
-4.30
-0.41
R-squared (against Standard Index)
94
95.50
Standard Deviation
23.63
20.09
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.74
N/A
5 Years
Statistic
ANQCX
Category
Alpha (against Standard Index)
1.08
0.26
Beta (against Standard Index)
1.14
1.01
Mean Annual Return
0.70
0.16
R-squared (against Standard Index)
93
94.84
Standard Deviation
18.89
16.47
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.03
N/A
10 Years
Statistic
ANQCX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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