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TimesSquare Small Cap Growth Instl (TSCIX)
On
Jan 7
:
10.45
0.02
(0.19%)
MORE ON TSCIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.49%
Worst 1 Yr Total Return
(2008)
:
-32.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TSCIX
Category
Alpha (against Standard Index)
3.91
0.16
Beta (against Standard Index)
0.99
1.12
Mean Annual Return
-2.15
-0.38
R-squared (against Standard Index)
89
84.86
Standard Deviation
20.80
24.29
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-4.47
N/A
5 Years
Statistic
TSCIX
Category
Alpha (against Standard Index)
4.90
-0.01
Beta (against Standard Index)
1.02
1.17
Mean Annual Return
5.44
0.16
R-squared (against Standard Index)
85
80.32
Standard Deviation
17.67
20.99
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.41
N/A
10 Years
Statistic
TSCIX
Category
Alpha (against Standard Index)
N/A
4.06
Beta (against Standard Index)
N/A
1.16
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
57.27
Standard Deviation
N/A
25.21
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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