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Ancora Special Opportunity I (ANSIX)

7.56 Up 0.10(1.34%) Oct 21

Risk as of Sep 29, 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):87.78%
Worst 1 Yr Total Return(Dec 30, 2008):-45.35%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticANSIXCategory
Alpha (against Standard Index)5.91-6.22
Beta (against Standard Index)0.621.24
Mean Annual Return1.611.68
R-squared (against Standard Index)36.5279.63
Standard Deviation10.8914.65
Sharpe Ratio1.761.38
Treynor Ratio32.6217.05
5 Years
StatisticANSIXCategory
Alpha (against Standard Index)0.38-4.50
Beta (against Standard Index)0.701.22
Mean Annual Return0.941.20
R-squared (against Standard Index)53.0882.16
Standard Deviation12.7217.72
Sharpe Ratio0.880.82
Treynor Ratio15.6011.28
10 Years
StatisticANSIXCategory
Alpha (against Standard Index)-0.67-0.78
Beta (against Standard Index)1.061.22
Mean Annual Return0.730.81
R-squared (against Standard Index)64.3882.15
Standard Deviation19.5019.84
Sharpe Ratio0.370.42
Treynor Ratio5.145.47