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Turner Midcap Growth Inst (TMGEX)
On
Dec 21
:
27.49
0.41
(1.51%)
MORE ON TMGEX
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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
TMGEX
Category
Alpha (against Standard Index)
3.76
2.05
Beta (against Standard Index)
1.19
1.08
Mean Annual Return
-4.52
-0.20
R-squared (against Standard Index)
86
84.21
Standard Deviation
25.44
23.41
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-5.73
N/A
5 Years
Statistic
TMGEX
Category
Alpha (against Standard Index)
2.48
1.56
Beta (against Standard Index)
1.22
1.11
Mean Annual Return
1.96
0.29
R-squared (against Standard Index)
82
80.86
Standard Deviation
21.55
19.91
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.85
N/A
10 Years
Statistic
TMGEX
Category
Alpha (against Standard Index)
3.76
3.33
Beta (against Standard Index)
1.36
1.11
Mean Annual Return
-0.42
0.32
R-squared (against Standard Index)
57
61.70
Standard Deviation
28.97
23.38
Sharpe Ratio
0.03
N/A
Treynor Ratio
-2.47
N/A
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