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    Laudus US Large Cap Growth (LGILX)

    16.75 Down 0.19(1.12%) Oct 6

    Risk as of Sep 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up13
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):49.58%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.74%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.260.24
    Beta (against Standard Index)1.081.01
    Mean Annual Return1.121.19
    R-squared (against Standard Index)75.6981.54
    Standard Deviation12.0510.73
    Sharpe Ratio1.111.33
    Treynor Ratio12.4614.47
    5 Years
    Alpha (against Standard Index)-0.08-1.01
    Beta (against Standard Index)1.101.07
    Mean Annual Return1.211.30
    R-squared (against Standard Index)82.8988.12
    Standard Deviation13.9513.60
    Sharpe Ratio1.041.15
    Treynor Ratio13.0314.70
    10 Years
    Alpha (against Standard Index)2.680.32
    Beta (against Standard Index)1.021.02
    Mean Annual Return0.880.71
    R-squared (against Standard Index)84.4987.99
    Standard Deviation16.4916.26
    Sharpe Ratio0.560.44
    Treynor Ratio8.136.01