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    Ancora Special Opportunity I (ANSIX)

    6.56 Down 0.01(0.15%) Jul 2

    Risk as of May 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)4.62-3.83
    Beta (against Standard Index)0.751.12
    Mean Annual Return1.531.41
    R-squared (against Standard Index)36.9464.17
    Standard Deviation10.3911.94
    Sharpe Ratio1.761.43
    Treynor Ratio25.9515.64
    5 Years
    Alpha (against Standard Index)-0.08-6.31
    Beta (against Standard Index)0.731.24
    Mean Annual Return0.981.14
    R-squared (against Standard Index)57.3883.26
    Standard Deviation11.8916.63
    Sharpe Ratio0.980.82
    Treynor Ratio15.8110.58
    10 Years
    Alpha (against Standard Index)-0.92-0.81
    Beta (against Standard Index)1.041.20
    Mean Annual Return0.690.80
    R-squared (against Standard Index)63.3381.98
    Standard Deviation19.2219.49
    Sharpe Ratio0.360.43
    Treynor Ratio5.065.60