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Tamarack Mid Cap Growth S (TMCSX)
On
Dec 8
:
9.34
0.08
(0.85%)
MORE ON TMCSX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
13.23%
Worst 1 Yr Total Return
(2008)
:
-41.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TMCSX
Category
Alpha (against Standard Index)
-0.91
3.31
Beta (against Standard Index)
0.97
1.09
Mean Annual Return
-7.89
-0.23
R-squared (against Standard Index)
86
84.23
Standard Deviation
20.47
23.37
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-10.58
N/A
5 Years
Statistic
TMCSX
Category
Alpha (against Standard Index)
-0.89
2.25
Beta (against Standard Index)
1.00
1.13
Mean Annual Return
-0.87
0.31
R-squared (against Standard Index)
81
81.04
Standard Deviation
17.68
20.00
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.89
N/A
10 Years
Statistic
TMCSX
Category
Alpha (against Standard Index)
4.24
4.42
Beta (against Standard Index)
0.99
1.13
Mean Annual Return
3.02
0.37
R-squared (against Standard Index)
77
60.91
Standard Deviation
18.06
23.71
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.05
N/A
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