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MTB Small-Cap Growth C (ARPCX)
On
Dec 8
:
11.57
0.10
(0.86%)
MORE ON ARPCX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
20.81%
Worst 1 Yr Total Return
(2008)
:
-45.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ARPCX
Category
Alpha (against Standard Index)
0.67
1.71
Beta (against Standard Index)
1.18
1.15
Mean Annual Return
-8.77
-0.40
R-squared (against Standard Index)
85
85.55
Standard Deviation
24.87
24.28
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-9.51
N/A
5 Years
Statistic
ARPCX
Category
Alpha (against Standard Index)
2.00
1.12
Beta (against Standard Index)
1.26
1.19
Mean Annual Return
0.70
0.21
R-squared (against Standard Index)
78
81.02
Standard Deviation
22.62
21.15
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.85
N/A
10 Years
Statistic
ARPCX
Category
Alpha (against Standard Index)
6.21
5.25
Beta (against Standard Index)
1.08
1.18
Mean Annual Return
2.83
0.43
R-squared (against Standard Index)
40
56.73
Standard Deviation
27.19
25.52
Sharpe Ratio
0.13
N/A
Treynor Ratio
-0.13
N/A
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