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Touchstone Large Cap Core Equity A (TENAX)
On
Dec 1
:
8.28
0.09
(1.10%)
MORE ON TENAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
17.12%
Worst 1 Yr Total Return
(2008)
:
-35.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TENAX
Category
Alpha (against Standard Index)
-0.02
0.38
Beta (against Standard Index)
0.97
1.00
Mean Annual Return
-6.79
-0.41
R-squared (against Standard Index)
97
95.50
Standard Deviation
19.26
20.09
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-9.47
N/A
5 Years
Statistic
TENAX
Category
Alpha (against Standard Index)
0.28
0.26
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
0.67
0.16
R-squared (against Standard Index)
96
94.84
Standard Deviation
15.81
16.47
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.42
N/A
10 Years
Statistic
TENAX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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