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Friday, December 4, 2009, 10:48PM ET - U.S. Markets Closed.
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Touchstone Sands Capital Inst Gr (CISGX)
On
Dec 4
:
10.75
0.01
(0.09%)
MORE ON CISGX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
1
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
18.74%
Worst 1 Yr Total Return
(2008)
:
-48.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CISGX
Category
Alpha (against Standard Index)
7.16
2.45
Beta (against Standard Index)
1.14
1.00
Mean Annual Return
-2.36
-0.24
R-squared (against Standard Index)
80
88.47
Standard Deviation
24.90
20.84
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-4.18
N/A
5 Years
Statistic
CISGX
Category
Alpha (against Standard Index)
N/A
0.94
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.21
R-squared (against Standard Index)
N/A
86.37
Standard Deviation
N/A
17.46
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
CISGX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.04
R-squared (against Standard Index)
N/A
78.62
Standard Deviation
N/A
19.22
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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