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TimesSquare Mid Cap Growth Prem (TMDPX)
On
Dec 2
:
11.56
0.05
(0.43%)
MORE ON TMDPX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
17.44%
Worst 1 Yr Total Return
(2008)
:
-33.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TMDPX
Category
Alpha (against Standard Index)
4.83
3.31
Beta (against Standard Index)
0.96
1.09
Mean Annual Return
-2.15
-0.23
R-squared (against Standard Index)
91
84.23
Standard Deviation
19.70
23.37
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-4.74
N/A
5 Years
Statistic
TMDPX
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
TMDPX
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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