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Pioneer Oak Ridge Large Cap Growth A (ORILX)
On
Jan 6
:
11.36
0.01
(0.09%)
MORE ON ORILX
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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)
:
11.40%
Worst 1 Yr Total Return
(2008)
:
-38.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ORILX
Category
Alpha (against Standard Index)
0.28
2.20
Beta (against Standard Index)
0.89
0.99
Mean Annual Return
-4.56
-0.14
R-squared (against Standard Index)
93
88.76
Standard Deviation
18.25
21.04
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-7.69
N/A
5 Years
Statistic
ORILX
Category
Alpha (against Standard Index)
-1.24
0.80
Beta (against Standard Index)
0.90
1.01
Mean Annual Return
-0.30
0.24
R-squared (against Standard Index)
90
86.59
Standard Deviation
15.24
17.50
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-3.65
N/A
10 Years
Statistic
ORILX
Category
Alpha (against Standard Index)
0.35
-0.13
Beta (against Standard Index)
0.81
1.04
Mean Annual Return
0.51
0.05
R-squared (against Standard Index)
87
78.99
Standard Deviation
14.11
19.17
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-2.98
N/A
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