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Ancora Special Opportunity C (ANSCX)

7.27 Down 0.03(0.41%) Nov 24

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up6
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):87.47%
Worst 1 Yr Total Return(Dec 30, 2008):-45.77%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticANSCXCategory
Alpha (against Standard Index)3.47-5.14
Beta (against Standard Index)0.821.19
Mean Annual Return1.561.41
R-squared (against Standard Index)46.4272.55
Standard Deviation10.9312.69
Sharpe Ratio1.711.34
Treynor Ratio23.9814.69
5 Years
StatisticANSCXCategory
Alpha (against Standard Index)1.18-3.42
Beta (against Standard Index)0.691.21
Mean Annual Return1.051.36
R-squared (against Standard Index)53.9682.00
Standard Deviation12.4117.52
Sharpe Ratio1.010.94
Treynor Ratio17.8813.26
10 Years
StatisticANSCXCategory
Alpha (against Standard Index)-1.34-0.59
Beta (against Standard Index)1.071.22
Mean Annual Return0.680.84
R-squared (against Standard Index)64.8182.12
Standard Deviation19.5419.88
Sharpe Ratio0.340.44
Treynor Ratio4.605.75