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Touchstone High Yield Bond Y (THYYX)
On
Dec 2
:
8.43
0.01
(0.12%)
MORE ON THYYX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-24.67%
Worst 1 Yr Total Return
(2008)
:
-24.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
THYYX
Category
Alpha (against Standard Index)
-0.23
-3.12
Beta (against Standard Index)
1.15
1.16
Mean Annual Return
5.51
0.31
R-squared (against Standard Index)
9
10.86
Standard Deviation
15.47
15.35
Sharpe Ratio
0.27
N/A
Treynor Ratio
2.70
N/A
5 Years
Statistic
THYYX
Category
Alpha (against Standard Index)
0.90
-0.09
Beta (against Standard Index)
0.96
0.92
Mean Annual Return
5.20
0.40
R-squared (against Standard Index)
9
8.80
Standard Deviation
12.12
12.20
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.26
N/A
10 Years
Statistic
THYYX
Category
Alpha (against Standard Index)
N/A
0.55
Beta (against Standard Index)
N/A
0.51
Mean Annual Return
N/A
0.43
R-squared (against Standard Index)
N/A
3.74
Standard Deviation
N/A
10.75
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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