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Tamarack Enterprise C (TETCX)
On
Dec 4
:
12.06
0.27
(2.29%)
MORE ON TETCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
15.12%
Worst 1 Yr Total Return
(2008)
:
-38.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TETCX
Category
Alpha (against Standard Index)
-2.87
1.01
Beta (against Standard Index)
1.14
1.19
Mean Annual Return
-11.54
-0.48
R-squared (against Standard Index)
85
87.23
Standard Deviation
24.13
24.84
Sharpe Ratio
-0.48
N/A
Treynor Ratio
-12.27
N/A
5 Years
Statistic
TETCX
Category
Alpha (against Standard Index)
-2.10
1.42
Beta (against Standard Index)
1.14
1.21
Mean Annual Return
-2.67
0.23
R-squared (against Standard Index)
82
84.16
Standard Deviation
20.03
21.07
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-5.00
N/A
10 Years
Statistic
TETCX
Category
Alpha (against Standard Index)
7.55
7.80
Beta (against Standard Index)
0.82
1.01
Mean Annual Return
6.87
0.68
R-squared (against Standard Index)
52
64.84
Standard Deviation
18.28
20.31
Sharpe Ratio
0.30
N/A
Treynor Ratio
4.76
N/A
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