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Touchstone Growth Opportunities A (TGVFX)
On
Dec 24
:
20.06
0.08
(0.40%)
MORE ON TGVFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
17.15%
Worst 1 Yr Total Return
(2008)
:
-39.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TGVFX
Category
Alpha (against Standard Index)
3.09
2.20
Beta (against Standard Index)
0.91
0.99
Mean Annual Return
-2.27
-0.14
R-squared (against Standard Index)
82
88.76
Standard Deviation
19.87
21.04
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-5.00
N/A
5 Years
Statistic
TGVFX
Category
Alpha (against Standard Index)
0.71
0.80
Beta (against Standard Index)
0.95
1.01
Mean Annual Return
1.30
0.24
R-squared (against Standard Index)
78
86.59
Standard Deviation
17.13
17.50
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.79
N/A
10 Years
Statistic
TGVFX
Category
Alpha (against Standard Index)
0.90
-0.13
Beta (against Standard Index)
1.13
1.04
Mean Annual Return
-1.39
0.05
R-squared (against Standard Index)
60
78.99
Standard Deviation
23.74
19.17
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.81
N/A
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