Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Monday, November 30, 2009, 11:36PM ET - U.S. Markets Closed.
Dow
0.34%
Nasdaq
0.29%
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
Thompson Plumb Growth (THPGX)
On
Nov 30
:
27.04
0.12
(0.45%)
MORE ON THPGX
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 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2006)
:
14.96%
Worst 1 Yr Total Return
(2008)
:
-47.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
THPGX
Category
Alpha (against Standard Index)
-5.19
0.38
Beta (against Standard Index)
1.15
1.00
Mean Annual Return
-13.40
-0.41
R-squared (against Standard Index)
94
95.50
Standard Deviation
23.05
20.09
Sharpe Ratio
-0.61
N/A
Treynor Ratio
-13.79
N/A
5 Years
Statistic
THPGX
Category
Alpha (against Standard Index)
-5.45
0.26
Beta (against Standard Index)
1.13
1.01
Mean Annual Return
-5.60
0.16
R-squared (against Standard Index)
93
94.84
Standard Deviation
18.61
16.47
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-7.64
N/A
10 Years
Statistic
THPGX
Category
Alpha (against Standard Index)
3.52
0.84
Beta (against Standard Index)
1.04
0.97
Mean Annual Return
1.93
0.11
R-squared (against Standard Index)
75
91.16
Standard Deviation
19.29
16.35
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.00
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center