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    Ancora Special Opportunity I (ANSIX)

    6.47 Down 0.04(0.61%) Mar 4

    Risk as of Feb 27, 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
    StatisticANSIXCategory
    Alpha (against Standard Index)2.17-5.52
    Beta (against Standard Index)0.791.14
    Mean Annual Return1.311.12
    R-squared (against Standard Index)46.7070.28
    Standard Deviation11.0312.72
    Sharpe Ratio1.421.07
    Treynor Ratio20.4211.85
    5 Years
    StatisticANSIXCategory
    Alpha (against Standard Index)-0.76-4.66
    Beta (against Standard Index)0.731.23
    Mean Annual Return0.911.19
    R-squared (against Standard Index)61.0683.70
    Standard Deviation12.2517.39
    Sharpe Ratio0.880.82
    Treynor Ratio14.4811.10
    10 Years
    StatisticANSIXCategory
    Alpha (against Standard Index)-1.48-0.95
    Beta (against Standard Index)1.051.21
    Mean Annual Return0.640.75
    R-squared (against Standard Index)63.8581.98
    Standard Deviation19.3619.72
    Sharpe Ratio0.320.39
    Treynor Ratio4.304.88