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Tamarack Small Cap Core A (TEEAX)
On
Dec 7
:
17.18
0.13
(0.76%)
MORE ON TEEAX
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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:
3
Best 1 Yr Total Return
(2006)
:
20.33%
Worst 1 Yr Total Return
(2008)
:
-32.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TEEAX
Category
Alpha (against Standard Index)
2.06
1.01
Beta (against Standard Index)
1.19
1.19
Mean Annual Return
-7.60
-0.48
R-squared (against Standard Index)
86
87.23
Standard Deviation
25.02
24.84
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-8.42
N/A
5 Years
Statistic
TEEAX
Category
Alpha (against Standard Index)
0.76
1.42
Beta (against Standard Index)
1.22
1.21
Mean Annual Return
-0.22
0.23
R-squared (against Standard Index)
82
84.16
Standard Deviation
21.32
21.07
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.66
N/A
10 Years
Statistic
TEEAX
Category
Alpha (against Standard Index)
7.34
7.80
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
6.07
0.68
R-squared (against Standard Index)
70
64.84
Standard Deviation
18.98
20.31
Sharpe Ratio
0.25
N/A
Treynor Ratio
3.14
N/A
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