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AllianceBern S/M Cap Growth C (CHCCX)
On
Dec 24
:
3.37
0.01
(0.30%)
MORE ON CHCCX
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Research Reports
Risk
As of 30-Nov-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
(2004)
:
18.26%
Worst 1 Yr Total Return
(2008)
:
-48.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CHCCX
Category
Alpha (against Standard Index)
-1.24
2.05
Beta (against Standard Index)
1.22
1.08
Mean Annual Return
-9.73
-0.20
R-squared (against Standard Index)
84
84.21
Standard Deviation
26.50
23.41
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-9.83
N/A
5 Years
Statistic
CHCCX
Category
Alpha (against Standard Index)
-1.90
1.56
Beta (against Standard Index)
1.30
1.11
Mean Annual Return
-3.14
0.29
R-squared (against Standard Index)
73
80.86
Standard Deviation
24.27
19.91
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-4.72
N/A
10 Years
Statistic
CHCCX
Category
Alpha (against Standard Index)
0.52
3.33
Beta (against Standard Index)
1.33
1.11
Mean Annual Return
-2.65
0.32
R-squared (against Standard Index)
72
61.70
Standard Deviation
25.38
23.38
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-4.20
N/A
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