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Tuesday, December 22, 2009, 8:41PM ET - U.S. Markets Closed.
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Turner Emerging Growth Instl (TMCOX)
On
Dec 22
:
39.17
0.59
(1.53%)
MORE ON TMCOX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TMCOX
Category
Alpha (against Standard Index)
-1.20
0.16
Beta (against Standard Index)
1.06
1.12
Mean Annual Return
-8.09
-0.38
R-squared (against Standard Index)
80
84.86
Standard Deviation
23.48
24.29
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-9.81
N/A
5 Years
Statistic
TMCOX
Category
Alpha (against Standard Index)
1.25
-0.01
Beta (against Standard Index)
1.11
1.17
Mean Annual Return
0.89
0.16
R-squared (against Standard Index)
74
80.32
Standard Deviation
20.85
20.99
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.88
N/A
10 Years
Statistic
TMCOX
Category
Alpha (against Standard Index)
11.79
4.06
Beta (against Standard Index)
1.02
1.16
Mean Annual Return
9.66
0.37
R-squared (against Standard Index)
41
57.27
Standard Deviation
25.82
25.21
Sharpe Ratio
0.37
N/A
Treynor Ratio
6.60
N/A
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