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Madison Mosaic Mid-Cap (GTSGX)
On
Dec 1
:
9.25
0.10
(1.09%)
MORE ON GTSGX
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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)
:
18.90%
Worst 1 Yr Total Return
(2008)
:
-36.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GTSGX
Category
Alpha (against Standard Index)
1.26
2.78
Beta (against Standard Index)
0.99
1.14
Mean Annual Return
-5.88
-0.31
R-squared (against Standard Index)
90
88.48
Standard Deviation
20.27
23.83
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-8.41
N/A
5 Years
Statistic
GTSGX
Category
Alpha (against Standard Index)
0.44
2.11
Beta (against Standard Index)
0.99
1.17
Mean Annual Return
0.66
0.29
R-squared (against Standard Index)
88
86.78
Standard Deviation
16.72
20.06
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.40
N/A
10 Years
Statistic
GTSGX
Category
Alpha (against Standard Index)
6.80
6.25
Beta (against Standard Index)
0.85
1.05
Mean Annual Return
6.52
0.54
R-squared (against Standard Index)
78
72.80
Standard Deviation
15.51
19.97
Sharpe Ratio
0.30
N/A
Treynor Ratio
4.19
N/A
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