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Touchstone Large Cap Growth Y (TIQIX)
On
Dec 4
:
20.05
0.10
(0.50%)
MORE ON TIQIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
26.50%
Worst 1 Yr Total Return
(2008)
:
-41.47%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TIQIX
Category
Alpha (against Standard Index)
2.71
2.45
Beta (against Standard Index)
0.98
1.00
Mean Annual Return
-4.65
-0.24
R-squared (against Standard Index)
82
88.47
Standard Deviation
21.21
20.84
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-7.19
N/A
5 Years
Statistic
TIQIX
Category
Alpha (against Standard Index)
0.73
0.94
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
0.74
0.21
R-squared (against Standard Index)
78
86.37
Standard Deviation
17.93
17.46
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.30
N/A
10 Years
Statistic
TIQIX
Category
Alpha (against Standard Index)
3.27
0.18
Beta (against Standard Index)
1.06
1.04
Mean Annual Return
0.60
0.04
R-squared (against Standard Index)
50
78.62
Standard Deviation
24.02
19.22
Sharpe Ratio
0.02
N/A
Treynor Ratio
-2.24
N/A
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