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Timothy Plan Conservative Growth A (TCGAX)
On
Nov 30
:
8.37
0.02
(0.24%)
MORE ON TCGAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
9.86%
Worst 1 Yr Total Return
(2008)
:
-28.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TCGAX
Category
Alpha (against Standard Index)
-2.75
-2.88
Beta (against Standard Index)
1.09
1.08
Mean Annual Return
-2.57
-0.13
R-squared (against Standard Index)
96
93.44
Standard Deviation
14.70
14.69
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-4.56
N/A
5 Years
Statistic
TCGAX
Category
Alpha (against Standard Index)
-2.68
-2.47
Beta (against Standard Index)
1.10
1.06
Mean Annual Return
1.94
0.23
R-squared (against Standard Index)
95
92.52
Standard Deviation
12.15
11.89
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.99
N/A
10 Years
Statistic
TCGAX
Category
Alpha (against Standard Index)
N/A
-2.17
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.26
R-squared (against Standard Index)
N/A
86.72
Standard Deviation
N/A
11.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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