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Ancora Special Opportunity I (ANSIX)

7.68 Down 0.05(0.65%) Sep 19

Risk as of Aug 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):87.78%
Worst 1 Yr Total Return(Dec 30, 2008):-45.35%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticANSIXCategory
Alpha (against Standard Index)3.83-5.71
Beta (against Standard Index)0.691.24
Mean Annual Return1.441.55
R-squared (against Standard Index)44.9083.94
Standard Deviation11.8915.76
Sharpe Ratio1.451.18
Treynor Ratio25.9615.20
5 Years
StatisticANSIXCategory
Alpha (against Standard Index)1.50-3.26
Beta (against Standard Index)0.721.21
Mean Annual Return1.121.39
R-squared (against Standard Index)51.2982.68
Standard Deviation13.2717.52
Sharpe Ratio1.010.96
Treynor Ratio18.4113.60
10 Years
StatisticANSIXCategory
Alpha (against Standard Index)-0.620.03
Beta (against Standard Index)1.061.21
Mean Annual Return0.750.90
R-squared (against Standard Index)64.3582.50
Standard Deviation19.5019.58
Sharpe Ratio0.380.48
Treynor Ratio5.456.46