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Alger China US Growth A (CHUSX)
On
Dec 1
:
14.69
0.31
(2.16%)
MORE ON CHUSX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
48.89%
Worst 1 Yr Total Return
(2008)
:
-54.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CHUSX
Category
Alpha (against Standard Index)
11.17
-0.56
Beta (against Standard Index)
1.17
0.91
Mean Annual Return
2.95
-0.21
R-squared (against Standard Index)
80
90.41
Standard Deviation
31.47
22.89
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.46
N/A
5 Years
Statistic
CHUSX
Category
Alpha (against Standard Index)
6.63
-1.40
Beta (against Standard Index)
1.16
0.90
Mean Annual Return
11.35
0.44
R-squared (against Standard Index)
78
89.02
Standard Deviation
26.10
19.07
Sharpe Ratio
0.43
N/A
Treynor Ratio
7.19
N/A
10 Years
Statistic
CHUSX
Category
Alpha (against Standard Index)
N/A
0.66
Beta (against Standard Index)
N/A
0.93
Mean Annual Return
N/A
0.36
R-squared (against Standard Index)
N/A
79.68
Standard Deviation
N/A
19.07
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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