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Touchstone Healthcare & Biotechnology C (THBFX)
On
Dec 4
:
12.75
0.05
(0.39%)
MORE ON THBFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
24.88%
Worst 1 Yr Total Return
(2008)
:
-31.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
THBFX
Category
Alpha (against Standard Index)
-0.84
2.21
Beta (against Standard Index)
0.66
0.72
Mean Annual Return
-4.86
-0.08
R-squared (against Standard Index)
60
62.22
Standard Deviation
16.72
18.26
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-11.03
N/A
5 Years
Statistic
THBFX
Category
Alpha (against Standard Index)
0.28
2.35
Beta (against Standard Index)
0.68
0.73
Mean Annual Return
1.29
0.36
R-squared (against Standard Index)
58
57.56
Standard Deviation
14.36
15.68
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.54
N/A
10 Years
Statistic
THBFX
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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