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Ancora Equity D (ANQDX)
On
Dec 3
:
9.11
0.05
(0.55%)
MORE ON ANQDX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.01%
Worst 1 Yr Total Return
(2008)
:
-34.36%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ANQDX
Category
Alpha (against Standard Index)
5.58
0.38
Beta (against Standard Index)
1.17
1.00
Mean Annual Return
-3.83
-0.41
R-squared (against Standard Index)
94
95.50
Standard Deviation
23.68
20.09
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-5.32
N/A
5 Years
Statistic
ANQDX
Category
Alpha (against Standard Index)
1.60
0.26
Beta (against Standard Index)
1.14
1.01
Mean Annual Return
1.22
0.16
R-squared (against Standard Index)
92
94.84
Standard Deviation
18.92
16.47
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.57
N/A
10 Years
Statistic
ANQDX
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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