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Aston Growth R (CCGRX)
On
Dec 2
:
13.29
0.03
(0.23%)
MORE ON CCGRX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
5.30%
Worst 1 Yr Total Return
(2008)
:
-32.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CCGRX
Category
Alpha (against Standard Index)
1.16
2.45
Beta (against Standard Index)
0.91
1.00
Mean Annual Return
-5.16
-0.24
R-squared (against Standard Index)
90
88.47
Standard Deviation
18.79
20.84
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-8.29
N/A
5 Years
Statistic
CCGRX
Category
Alpha (against Standard Index)
-1.83
0.94
Beta (against Standard Index)
0.92
1.01
Mean Annual Return
-1.31
0.21
R-squared (against Standard Index)
87
86.37
Standard Deviation
15.54
17.46
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-4.73
N/A
10 Years
Statistic
CCGRX
Category
Alpha (against Standard Index)
-0.55
0.18
Beta (against Standard Index)
0.94
1.04
Mean Annual Return
-1.31
0.04
R-squared (against Standard Index)
88
78.62
Standard Deviation
16.02
19.22
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.58
N/A
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