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Monday, November 30, 2009, 6:43PM ET - U.S. Markets Closed.
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Touchstone Healthcare & Biotechnology A (THBCX)
On
Nov 30
:
12.91
0.05
(0.39%)
MORE ON THBCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
25.43%
Worst 1 Yr Total Return
(2008)
:
-30.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
THBCX
Category
Alpha (against Standard Index)
-0.17
2.21
Beta (against Standard Index)
0.65
0.72
Mean Annual Return
-4.11
-0.08
R-squared (against Standard Index)
60
62.22
Standard Deviation
16.50
18.26
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-10.03
N/A
5 Years
Statistic
THBCX
Category
Alpha (against Standard Index)
1.01
2.35
Beta (against Standard Index)
0.68
0.73
Mean Annual Return
2.07
0.36
R-squared (against Standard Index)
58
57.56
Standard Deviation
14.20
15.68
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.42
N/A
10 Years
Statistic
THBCX
Category
Alpha (against Standard Index)
N/A
6.46
Beta (against Standard Index)
N/A
0.61
Mean Annual Return
N/A
0.65
R-squared (against Standard Index)
N/A
28.51
Standard Deviation
N/A
19.99
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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