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Ancora Special Opportunity I (ANSIX)

7.61 Down 0.14(1.81%) Nov 28

Risk as of Oct 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)4.33-5.14
Beta (against Standard Index)0.811.19
Mean Annual Return1.621.41
R-squared (against Standard Index)45.7872.55
Standard Deviation10.9112.69
Sharpe Ratio1.781.34
Treynor Ratio25.2514.69
5 Years
StatisticANSIXCategory
Alpha (against Standard Index)1.91-3.42
Beta (against Standard Index)0.681.21
Mean Annual Return1.101.36
R-squared (against Standard Index)53.2282.00
Standard Deviation12.3217.52
Sharpe Ratio1.060.94
Treynor Ratio19.0813.26
10 Years
StatisticANSIXCategory
Alpha (against Standard Index)-0.76-0.59
Beta (against Standard Index)1.061.22
Mean Annual Return0.730.84
R-squared (against Standard Index)64.4482.12
Standard Deviation19.5019.88
Sharpe Ratio0.370.44
Treynor Ratio5.175.75