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Touchstone Large Cap Growth C (TEQCX)
On
Dec 30
:
19.52
0.00
(0.00%)
MORE ON TEQCX
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Risk
As of 30-Nov-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)
:
26.24%
Worst 1 Yr Total Return
(2008)
:
-42.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TEQCX
Category
Alpha (against Standard Index)
2.58
2.20
Beta (against Standard Index)
0.99
0.99
Mean Annual Return
-3.65
-0.14
R-squared (against Standard Index)
82
88.76
Standard Deviation
21.75
21.04
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.97
N/A
5 Years
Statistic
TEQCX
Category
Alpha (against Standard Index)
-0.39
0.80
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-0.03
0.24
R-squared (against Standard Index)
78
86.59
Standard Deviation
18.12
17.50
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.03
N/A
10 Years
Statistic
TEQCX
Category
Alpha (against Standard Index)
1.46
-0.13
Beta (against Standard Index)
1.06
1.04
Mean Annual Return
-0.74
0.05
R-squared (against Standard Index)
51
78.99
Standard Deviation
23.85
19.17
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-3.47
N/A
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