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Adams Harkness Small Cap Growth (ASCGX)
On
Dec 18
:
9.09
0.07
(0.78%)
MORE ON ASCGX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
20.54%
Worst 1 Yr Total Return
(2008)
:
-44.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ASCGX
Category
Alpha (against Standard Index)
-3.63
0.16
Beta (against Standard Index)
1.03
1.12
Mean Annual Return
-9.94
-0.38
R-squared (against Standard Index)
79
84.86
Standard Deviation
22.98
24.29
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-11.90
N/A
5 Years
Statistic
ASCGX
Category
Alpha (against Standard Index)
-1.91
-0.01
Beta (against Standard Index)
1.10
1.17
Mean Annual Return
-2.21
0.16
R-squared (against Standard Index)
70
80.32
Standard Deviation
21.08
20.99
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-4.73
N/A
10 Years
Statistic
ASCGX
Category
Alpha (against Standard Index)
N/A
4.06
Beta (against Standard Index)
N/A
1.16
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
57.27
Standard Deviation
N/A
25.21
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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