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Touchstone Large Cap Growth B (TEQBX)
On
Dec 4
:
19.09
0.10
(0.52%)
MORE ON TEQBX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
26.32%
Worst 1 Yr Total Return
(2008)
:
-42.04%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TEQBX
Category
Alpha (against Standard Index)
2.07
2.45
Beta (against Standard Index)
0.99
1.00
Mean Annual Return
-5.34
-0.24
R-squared (against Standard Index)
81
88.47
Standard Deviation
21.41
20.84
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-7.85
N/A
5 Years
Statistic
TEQBX
Category
Alpha (against Standard Index)
-0.08
0.94
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-0.12
0.21
R-squared (against Standard Index)
77
86.37
Standard Deviation
18.10
17.46
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-3.14
N/A
10 Years
Statistic
TEQBX
Category
Alpha (against Standard Index)
2.48
0.18
Beta (against Standard Index)
1.06
1.04
Mean Annual Return
-0.21
0.04
R-squared (against Standard Index)
50
78.62
Standard Deviation
24.08
19.22
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-3.00
N/A
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