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Laudus US Large Cap Growth (LGILX)

19.33 Up 0.03(0.16%) Aug 26

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up12
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)-4.12-3.54
Beta (against Standard Index)1.161.10
Mean Annual Return1.241.21
R-squared (against Standard Index)82.0388.42
Standard Deviation15.6614.30
Sharpe Ratio0.951.02
Treynor Ratio12.5413.11
5 Years
Alpha (against Standard Index)-0.22-1.86
Beta (against Standard Index)1.071.07
Mean Annual Return1.451.31
R-squared (against Standard Index)84.0789.97
Standard Deviation15.4214.83
Sharpe Ratio1.131.06
Treynor Ratio16.2914.66
10 Years
Alpha (against Standard Index)2.840.22
Beta (against Standard Index)1.021.03
Mean Annual Return0.980.77
R-squared (against Standard Index)83.7387.52
Standard Deviation16.3316.20
Sharpe Ratio0.620.47
Treynor Ratio9.206.46