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Touchstone Large Cap Growth A (TEQAX)
On
Nov 27
:
19.68
0.43
(2.14%)
MORE ON TEQAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
26.42%
Worst 1 Yr Total Return
(2008)
:
-41.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TEQAX
Category
Alpha (against Standard Index)
2.51
2.45
Beta (against Standard Index)
0.98
1.00
Mean Annual Return
-4.87
-0.24
R-squared (against Standard Index)
82
88.47
Standard Deviation
21.26
20.84
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-7.40
N/A
5 Years
Statistic
TEQAX
Category
Alpha (against Standard Index)
0.51
0.94
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
0.51
0.21
R-squared (against Standard Index)
78
86.37
Standard Deviation
17.96
17.46
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.53
N/A
10 Years
Statistic
TEQAX
Category
Alpha (against Standard Index)
3.16
0.18
Beta (against Standard Index)
1.06
1.04
Mean Annual Return
0.48
0.04
R-squared (against Standard Index)
50
78.62
Standard Deviation
24.04
19.22
Sharpe Ratio
0.02
N/A
Treynor Ratio
-2.35
N/A
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