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Tamarack Small Cap Core S (TEESX)
On
Dec 1
:
17.15
0.26
(1.54%)
MORE ON TEESX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2006)
:
20.60%
Worst 1 Yr Total Return
(2008)
:
-32.47%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TEESX
Category
Alpha (against Standard Index)
2.42
1.01
Beta (against Standard Index)
1.19
1.19
Mean Annual Return
-7.26
-0.48
R-squared (against Standard Index)
86
87.23
Standard Deviation
25.02
24.84
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-8.14
N/A
5 Years
Statistic
TEESX
Category
Alpha (against Standard Index)
1.07
1.42
Beta (against Standard Index)
1.22
1.21
Mean Annual Return
0.10
0.23
R-squared (against Standard Index)
82
84.16
Standard Deviation
21.32
21.07
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.40
N/A
10 Years
Statistic
TEESX
Category
Alpha (against Standard Index)
7.63
7.80
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
6.37
0.68
R-squared (against Standard Index)
70
64.84
Standard Deviation
18.98
20.31
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.44
N/A
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