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Turner Midcap Growth Investor (TMGFX)
On
Nov 27
:
25.50
0.55
(2.11%)
MORE ON TMGFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
24.44%
Worst 1 Yr Total Return
(2008)
:
-48.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TMGFX
Category
Alpha (against Standard Index)
5.17
3.31
Beta (against Standard Index)
1.20
1.09
Mean Annual Return
-4.86
-0.23
R-squared (against Standard Index)
86
84.23
Standard Deviation
25.38
23.37
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-6.05
N/A
5 Years
Statistic
TMGFX
Category
Alpha (against Standard Index)
3.22
2.25
Beta (against Standard Index)
1.23
1.13
Mean Annual Return
2.19
0.31
R-squared (against Standard Index)
82
81.04
Standard Deviation
21.62
20.00
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.68
N/A
10 Years
Statistic
TMGFX
Category
Alpha (against Standard Index)
5.12
4.42
Beta (against Standard Index)
1.37
1.13
Mean Annual Return
0.28
0.37
R-squared (against Standard Index)
57
60.91
Standard Deviation
29.20
23.71
Sharpe Ratio
0.06
N/A
Treynor Ratio
-1.97
N/A
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