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Stratton Multi Cap (STRGX)
On
Feb 9
:
31.78
0.55
(1.76%)
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
24.84%
Worst 1 Yr Total Return
(2008)
:
-38.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
STRGX
Category
Alpha (against Standard Index)
2.56
0.23
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
-5.38
-0.44
R-squared (against Standard Index)
81
95.71
Standard Deviation
22.30
20.52
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-7.30
N/A
5 Years
Statistic
STRGX
Category
Alpha (against Standard Index)
0.64
0.14
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
0.24
0.14
R-squared (against Standard Index)
76
95.11
Standard Deviation
19.03
16.67
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.58
N/A
10 Years
Statistic
STRGX
Category
Alpha (against Standard Index)
7.91
0.86
Beta (against Standard Index)
0.89
0.96
Mean Annual Return
7.23
0.12
R-squared (against Standard Index)
63
91.07
Standard Deviation
18.13
16.26
Sharpe Ratio
0.32
N/A
Treynor Ratio
4.92
N/A
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