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    Ancora Special Opportunity I (ANSIX)

    6.38 Up 0.01(0.16%) Nov 27

    Risk as of Oct 30, 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
    Alpha (against Standard Index)2.22-2.66
    Beta (against Standard Index)0.800.98
    Mean Annual Return1.221.05
    R-squared (against Standard Index)52.1263.10
    Standard Deviation11.5512.97
    Sharpe Ratio1.270.98
    Treynor Ratio18.7612.81
    5 Years
    Alpha (against Standard Index)-1.58-4.78
    Beta (against Standard Index)0.761.14
    Mean Annual Return0.770.94
    R-squared (against Standard Index)57.2076.48
    Standard Deviation11.9515.47
    Sharpe Ratio0.760.73
    Treynor Ratio11.549.39
    10 Years
    Alpha (against Standard Index)-1.27-1.38
    Beta (against Standard Index)1.021.16
    Mean Annual Return0.640.72
    R-squared (against Standard Index)63.5581.00
    Standard Deviation19.3619.56
    Sharpe Ratio0.330.38
    Treynor Ratio4.574.95