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Pioneer Oak Ridge Small Cap Growth C (ORICX)
On
Dec 30
:
20.08
0.02
(0.10%)
MORE ON ORICX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
21.56%
Worst 1 Yr Total Return
(2008)
:
-30.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ORICX
Category
Alpha (against Standard Index)
1.59
0.16
Beta (against Standard Index)
0.97
1.12
Mean Annual Return
-4.23
-0.38
R-squared (against Standard Index)
86
84.86
Standard Deviation
20.63
24.29
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.73
N/A
5 Years
Statistic
ORICX
Category
Alpha (against Standard Index)
0.09
-0.01
Beta (against Standard Index)
1.00
1.17
Mean Annual Return
0.50
0.16
R-squared (against Standard Index)
81
80.32
Standard Deviation
17.81
20.99
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.48
N/A
10 Years
Statistic
ORICX
Category
Alpha (against Standard Index)
5.17
4.06
Beta (against Standard Index)
0.92
1.16
Mean Annual Return
4.24
0.37
R-squared (against Standard Index)
57
57.27
Standard Deviation
19.74
25.21
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.44
N/A
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