Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 1, 2009, 7:37PM ET - U.S. Markets Closed.
Dow
1.23%
Nasdaq
1.46%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Allegiant Mid Cap Value C (ARVCX)
On
Dec 1
:
10.20
0.11
(1.09%)
MORE ON ARVCX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
20.31%
Worst 1 Yr Total Return
(2008)
:
-40.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ARVCX
Category
Alpha (against Standard Index)
0.59
2.32
Beta (against Standard Index)
1.10
1.15
Mean Annual Return
-7.75
-0.35
R-squared (against Standard Index)
91
90.18
Standard Deviation
22.37
23.68
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-9.28
N/A
5 Years
Statistic
ARVCX
Category
Alpha (against Standard Index)
2.55
2.22
Beta (against Standard Index)
1.10
1.16
Mean Annual Return
2.29
0.30
R-squared (against Standard Index)
90
89.12
Standard Deviation
18.54
19.61
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.67
N/A
10 Years
Statistic
ARVCX
Category
Alpha (against Standard Index)
N/A
7.83
Beta (against Standard Index)
N/A
0.94
Mean Annual Return
N/A
0.70
R-squared (against Standard Index)
N/A
72.23
Standard Deviation
N/A
17.96
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center