• FirefoxUpgrade to the new Firefox »
  •  Dow Down0.79% Nasdaq Up0.16%

    Ancora Special Opportunity I (ANSIX)

    6.32 Up 0.01(0.16%) Jan 23

    Risk as of Dec 30, 2014Get 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
    Alpha (against Standard Index)3.55-4.96
    Beta (against Standard Index)0.781.16
    Mean Annual Return1.541.43
    R-squared (against Standard Index)43.9669.35
    Standard Deviation10.7012.72
    Sharpe Ratio1.721.36
    Treynor Ratio24.8915.34
    5 Years
    Alpha (against Standard Index)0.38-3.91
    Beta (against Standard Index)0.701.21
    Mean Annual Return0.921.22
    R-squared (against Standard Index)57.6383.20
    Standard Deviation11.9517.29
    Sharpe Ratio0.920.85
    Treynor Ratio15.4711.60
    10 Years
    Alpha (against Standard Index)-1.63-0.84
    Beta (against Standard Index)1.051.21
    Mean Annual Return0.600.76
    R-squared (against Standard Index)63.7281.94
    Standard Deviation19.3419.68
    Sharpe Ratio0.300.40
    Treynor Ratio3.815.02