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Turner Midcap Growth Retirement (TMIIX)
On
Nov 30
:
24.74
0.06
(0.24%)
MORE ON TMIIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
24.13%
Worst 1 Yr Total Return
(2008)
:
-48.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TMIIX
Category
Alpha (against Standard Index)
4.92
3.31
Beta (against Standard Index)
1.20
1.09
Mean Annual Return
-5.09
-0.23
R-squared (against Standard Index)
86
84.23
Standard Deviation
25.37
23.37
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-6.24
N/A
5 Years
Statistic
TMIIX
Category
Alpha (against Standard Index)
2.86
2.25
Beta (against Standard Index)
1.23
1.13
Mean Annual Return
1.82
0.31
R-squared (against Standard Index)
82
81.04
Standard Deviation
21.62
20.00
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.98
N/A
10 Years
Statistic
TMIIX
Category
Alpha (against Standard Index)
4.73
4.42
Beta (against Standard Index)
1.37
1.13
Mean Annual Return
-0.10
0.37
R-squared (against Standard Index)
57
60.91
Standard Deviation
29.19
23.71
Sharpe Ratio
0.04
N/A
Treynor Ratio
-2.24
N/A
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