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Turner Midcap Equity Instl (TMCEX)
On
Dec 2
:
7.02
0.04
(0.57%)
MORE ON TMCEX
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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)
:
-41.45%
Worst 1 Yr Total Return
(2008)
:
-41.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TMCEX
Category
Alpha (against Standard Index)
N/A
3.31
Beta (against Standard Index)
N/A
1.09
Mean Annual Return
N/A
-0.23
R-squared (against Standard Index)
N/A
84.23
Standard Deviation
N/A
23.37
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
5 Years
Statistic
TMCEX
Category
Alpha (against Standard Index)
N/A
2.25
Beta (against Standard Index)
N/A
1.13
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
81.04
Standard Deviation
N/A
20.00
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
TMCEX
Category
Alpha (against Standard Index)
N/A
4.42
Beta (against Standard Index)
N/A
1.13
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
60.91
Standard Deviation
N/A
23.71
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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