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Ancora Special Opportunity I (ANSIX)

5.53 Up 0.01(0.18%) Feb 10

Risk as of Jan 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up7
Number of Years Down4
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)-2.47-4.86
Beta (against Standard Index)0.831.00
Mean Annual Return0.580.82
R-squared (against Standard Index)64.6763.70
Standard Deviation11.2313.41
Sharpe Ratio0.610.75
Treynor Ratio7.779.40
5 Years
StatisticANSIXCategory
Alpha (against Standard Index)-2.26-5.75
Beta (against Standard Index)0.781.14
Mean Annual Return0.530.72
R-squared (against Standard Index)58.1775.78
Standard Deviation12.2015.34
Sharpe Ratio0.520.56
Treynor Ratio7.386.76
10 Years
StatisticANSIXCategory
Alpha (against Standard Index)-1.78-1.56
Beta (against Standard Index)1.031.16
Mean Annual Return0.490.65
R-squared (against Standard Index)64.4280.42
Standard Deviation19.4419.59
Sharpe Ratio0.240.34
Treynor Ratio2.834.30