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Monday, November 30, 2009, 7:03PM ET - U.S. Markets Closed.
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Turner Small Cap Growth (TSCEX)
On
Nov 30
:
23.99
0.00
(0.00%)
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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)
:
14.29%
Worst 1 Yr Total Return
(2008)
:
-41.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TSCEX
Category
Alpha (against Standard Index)
2.69
1.71
Beta (against Standard Index)
1.15
1.15
Mean Annual Return
-6.60
-0.40
R-squared (against Standard Index)
85
85.55
Standard Deviation
24.35
24.28
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.85
N/A
5 Years
Statistic
TSCEX
Category
Alpha (against Standard Index)
1.84
1.12
Beta (against Standard Index)
1.21
1.19
Mean Annual Return
0.77
0.21
R-squared (against Standard Index)
78
81.02
Standard Deviation
21.79
21.15
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.86
N/A
10 Years
Statistic
TSCEX
Category
Alpha (against Standard Index)
4.73
5.25
Beta (against Standard Index)
1.27
1.18
Mean Annual Return
0.41
0.43
R-squared (against Standard Index)
52
56.73
Standard Deviation
28.29
25.52
Sharpe Ratio
0.05
N/A
Treynor Ratio
-2.01
N/A
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