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    Ancora Special Opportunity I (ANSIX)

    6.36 Down 0.01(0.16%) Jul 27

    Risk as of Jun 29, 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)4.39-2.37
    Beta (against Standard Index)0.771.10
    Mean Annual Return1.421.31
    R-squared (against Standard Index)38.7662.97
    Standard Deviation10.5311.88
    Sharpe Ratio1.611.33
    Treynor Ratio23.1114.70
    5 Years
    Alpha (against Standard Index)-0.03-5.29
    Beta (against Standard Index)0.731.22
    Mean Annual Return1.021.26
    R-squared (against Standard Index)56.1681.74
    Standard Deviation11.7216.14
    Sharpe Ratio1.040.94
    Treynor Ratio16.6412.21
    10 Years
    Alpha (against Standard Index)-1.08-0.90
    Beta (against Standard Index)1.041.20
    Mean Annual Return0.660.77
    R-squared (against Standard Index)63.4682.16
    Standard Deviation19.2319.48
    Sharpe Ratio0.340.41
    Treynor Ratio4.715.32