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Touchstone Diversified Small Cap Gr Y (TDSIX)
On
Dec 3
:
8.15
0.09
(1.09%)
MORE ON TDSIX
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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)
:
17.19%
Worst 1 Yr Total Return
(2008)
:
-42.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TDSIX
Category
Alpha (against Standard Index)
1.66
1.71
Beta (against Standard Index)
1.09
1.15
Mean Annual Return
-6.87
-0.40
R-squared (against Standard Index)
86
85.55
Standard Deviation
23.01
24.28
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-8.51
N/A
5 Years
Statistic
TDSIX
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
TDSIX
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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