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Tuesday, December 1, 2009, 11:58PM ET - U.S. Markets Closed.
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Touchstone Diversified Small Cap Gr A (TDSAX)
On
Dec 1
:
8.08
0.13
(1.64%)
MORE ON TDSAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
16.84%
Worst 1 Yr Total Return
(2008)
:
-42.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TDSAX
Category
Alpha (against Standard Index)
1.39
1.71
Beta (against Standard Index)
1.09
1.15
Mean Annual Return
-7.10
-0.40
R-squared (against Standard Index)
86
85.55
Standard Deviation
22.95
24.28
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-8.74
N/A
5 Years
Statistic
TDSAX
Category
Alpha (against Standard Index)
N/A
1.12
Beta (against Standard Index)
N/A
1.19
Mean Annual Return
N/A
0.21
R-squared (against Standard Index)
N/A
81.02
Standard Deviation
N/A
21.15
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
TDSAX
Category
Alpha (against Standard Index)
N/A
5.25
Beta (against Standard Index)
N/A
1.18
Mean Annual Return
N/A
0.43
R-squared (against Standard Index)
N/A
56.73
Standard Deviation
N/A
25.52
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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