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William Blair Large Cap Growth N (LCGNX)
On
Jan 6
:
6.24
0.01
(0.16%)
MORE ON LCGNX
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Risk
As of 30-Nov-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
(2007)
:
9.30%
Worst 1 Yr Total Return
(2008)
:
-37.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LCGNX
Category
Alpha (against Standard Index)
0.78
2.20
Beta (against Standard Index)
0.91
0.99
Mean Annual Return
-4.35
-0.14
R-squared (against Standard Index)
91
88.76
Standard Deviation
18.94
21.04
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-7.26
N/A
5 Years
Statistic
LCGNX
Category
Alpha (against Standard Index)
-0.98
0.80
Beta (against Standard Index)
0.92
1.01
Mean Annual Return
-0.10
0.24
R-squared (against Standard Index)
90
86.59
Standard Deviation
15.49
17.50
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.37
N/A
10 Years
Statistic
LCGNX
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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