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Touchstone Mid Cap Z (TMCTX)
On
Dec 1
:
11.20
0.18
(1.63%)
MORE ON TMCTX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
8.57%
Worst 1 Yr Total Return
(2008)
:
-42.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TMCTX
Category
Alpha (against Standard Index)
-5.30
3.31
Beta (against Standard Index)
0.97
1.09
Mean Annual Return
-11.93
-0.23
R-squared (against Standard Index)
84
84.23
Standard Deviation
20.76
23.37
Sharpe Ratio
-0.62
N/A
Treynor Ratio
-14.73
N/A
5 Years
Statistic
TMCTX
Category
Alpha (against Standard Index)
-0.30
2.25
Beta (against Standard Index)
1.03
1.13
Mean Annual Return
-0.47
0.31
R-squared (against Standard Index)
79
81.04
Standard Deviation
18.52
20.00
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.38
N/A
10 Years
Statistic
TMCTX
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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