Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 29, 2009, 8:26PM ET - U.S. Markets Closed.
Dow
0.02%
Nasdaq
0.12%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Tanaka Growth (TGFRX)
On
Dec 29
:
12.00
0.02
(0.17%)
MORE ON TGFRX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
13.98%
Worst 1 Yr Total Return
(2008)
:
-49.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TGFRX
Category
Alpha (against Standard Index)
3.27
2.05
Beta (against Standard Index)
1.30
1.08
Mean Annual Return
-6.48
-0.20
R-squared (against Standard Index)
80
84.21
Standard Deviation
28.77
23.41
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-6.74
N/A
5 Years
Statistic
TGFRX
Category
Alpha (against Standard Index)
-0.73
1.56
Beta (against Standard Index)
1.32
1.11
Mean Annual Return
-1.86
0.29
R-squared (against Standard Index)
78
80.86
Standard Deviation
23.83
19.91
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-3.69
N/A
10 Years
Statistic
TGFRX
Category
Alpha (against Standard Index)
2.89
3.33
Beta (against Standard Index)
1.43
1.11
Mean Annual Return
-1.53
0.32
R-squared (against Standard Index)
63
61.70
Standard Deviation
29.22
23.38
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-3.12
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center