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Keystone Large Cap Growth C (KLGCX)
On
Dec 10
:
23.36
0.22
(0.95%)
MORE ON KLGCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
15.53%
Worst 1 Yr Total Return
(2008)
:
-43.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
KLGCX
Category
Alpha (against Standard Index)
3.19
2.20
Beta (against Standard Index)
1.05
0.99
Mean Annual Return
-3.58
-0.14
R-squared (against Standard Index)
86
88.76
Standard Deviation
22.48
21.04
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-5.56
N/A
5 Years
Statistic
KLGCX
Category
Alpha (against Standard Index)
N/A
0.80
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.24
R-squared (against Standard Index)
N/A
86.59
Standard Deviation
N/A
17.50
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
KLGCX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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