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Touchstone Growth Opportunities C (TGVCX)
On
Jan 6
:
19.02
0.13
(0.69%)
MORE ON TGVCX
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Risk
As of 30-Nov-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)
:
17.39%
Worst 1 Yr Total Return
(2008)
:
-39.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TGVCX
Category
Alpha (against Standard Index)
2.78
2.20
Beta (against Standard Index)
0.92
0.99
Mean Annual Return
-2.67
-0.14
R-squared (against Standard Index)
82
88.76
Standard Deviation
20.12
21.04
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-5.39
N/A
5 Years
Statistic
TGVCX
Category
Alpha (against Standard Index)
0.32
0.80
Beta (against Standard Index)
0.96
1.01
Mean Annual Return
0.84
0.24
R-squared (against Standard Index)
77
86.59
Standard Deviation
17.46
17.50
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.24
N/A
10 Years
Statistic
TGVCX
Category
Alpha (against Standard Index)
0.36
-0.13
Beta (against Standard Index)
1.15
1.04
Mean Annual Return
-2.03
0.05
R-squared (against Standard Index)
60
78.99
Standard Deviation
24.05
19.17
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-4.30
N/A
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