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Tamarack Small Cap Core R (TEERX)
On
Dec 4
:
16.81
0.35
(2.13%)
MORE ON TEERX
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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)
:
20.05%
Worst 1 Yr Total Return
(2008)
:
-32.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TEERX
Category
Alpha (against Standard Index)
1.93
1.01
Beta (against Standard Index)
1.19
1.19
Mean Annual Return
-7.72
-0.48
R-squared (against Standard Index)
86
87.23
Standard Deviation
25.02
24.84
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-8.52
N/A
5 Years
Statistic
TEERX
Category
Alpha (against Standard Index)
0.58
1.42
Beta (against Standard Index)
1.22
1.21
Mean Annual Return
-0.39
0.23
R-squared (against Standard Index)
82
84.16
Standard Deviation
21.33
21.07
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.80
N/A
10 Years
Statistic
TEERX
Category
Alpha (against Standard Index)
7.12
7.80
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
5.84
0.68
R-squared (against Standard Index)
70
64.84
Standard Deviation
18.98
20.31
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.91
N/A
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