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    Ancora Special Opportunity I (ANSIX)

    6.45 Down 0.01(0.15%) Mar 26

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up7
    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)2.17-5.13
    Beta (against Standard Index)0.791.15
    Mean Annual Return1.311.21
    R-squared (against Standard Index)46.7072.18
    Standard Deviation11.0312.88
    Sharpe Ratio1.421.13
    Treynor Ratio20.4212.81
    5 Years
    StatisticANSIXCategory
    Alpha (against Standard Index)-0.76-4.83
    Beta (against Standard Index)0.731.22
    Mean Annual Return0.911.21
    R-squared (against Standard Index)61.0684.15
    Standard Deviation12.2517.36
    Sharpe Ratio0.880.84
    Treynor Ratio14.4811.47
    10 Years
    StatisticANSIXCategory
    Alpha (against Standard Index)-1.48-1.04
    Beta (against Standard Index)1.051.20
    Mean Annual Return0.640.77
    R-squared (against Standard Index)63.8582.46
    Standard Deviation19.3619.64
    Sharpe Ratio0.320.40
    Treynor Ratio4.305.19