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Alger Spectra A (SPECX)
On
Nov 27
:
9.88
0.18
(1.79%)
MORE ON SPECX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
31.61%
Worst 1 Yr Total Return
(2008)
:
-43.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SPECX
Category
Alpha (against Standard Index)
11.54
2.45
Beta (against Standard Index)
1.07
1.00
Mean Annual Return
3.05
-0.24
R-squared (against Standard Index)
83
88.47
Standard Deviation
22.97
20.84
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.59
N/A
5 Years
Statistic
SPECX
Category
Alpha (against Standard Index)
9.67
0.94
Beta (against Standard Index)
1.09
1.01
Mean Annual Return
9.73
0.21
R-squared (against Standard Index)
82
86.37
Standard Deviation
19.13
17.46
Sharpe Ratio
0.43
N/A
Treynor Ratio
6.16
N/A
10 Years
Statistic
SPECX
Category
Alpha (against Standard Index)
2.42
0.18
Beta (against Standard Index)
1.09
1.04
Mean Annual Return
-0.04
0.04
R-squared (against Standard Index)
59
78.62
Standard Deviation
22.76
19.22
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.76
N/A
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