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Ancora Special Opportunity I (ANSIX)

7.56 Down 0.01(0.13%) Aug 27

Risk as of Jul 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)2.58-6.45
Beta (against Standard Index)0.721.26
Mean Annual Return1.201.19
R-squared (against Standard Index)49.2085.39
Standard Deviation12.4816.70
Sharpe Ratio1.150.86
Treynor Ratio20.1010.91
5 Years
StatisticANSIXCategory
Alpha (against Standard Index)2.36-3.12
Beta (against Standard Index)0.741.21
Mean Annual Return1.211.40
R-squared (against Standard Index)50.3882.52
Standard Deviation13.6417.55
Sharpe Ratio1.060.96
Treynor Ratio19.5713.65
10 Years
StatisticANSIXCategory
Alpha (against Standard Index)-0.550.00
Beta (against Standard Index)1.071.21
Mean Annual Return0.730.86
R-squared (against Standard Index)64.3182.53
Standard Deviation19.4819.56
Sharpe Ratio0.370.46
Treynor Ratio5.136.05