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Target Small Capitalization Growth R (TSCRX)
On
Dec 23
:
8.65
0.10
(1.17%)
MORE ON TSCRX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
3.63%
Worst 1 Yr Total Return
(2008)
:
-46.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TSCRX
Category
Alpha (against Standard Index)
-5.94
0.16
Beta (against Standard Index)
1.15
1.12
Mean Annual Return
-12.88
-0.38
R-squared (against Standard Index)
90
84.86
Standard Deviation
23.90
24.29
Sharpe Ratio
-0.55
N/A
Treynor Ratio
-13.24
N/A
5 Years
Statistic
TSCRX
Category
Alpha (against Standard Index)
-4.92
-0.01
Beta (against Standard Index)
1.19
1.17
Mean Annual Return
-5.14
0.16
R-squared (against Standard Index)
85
80.32
Standard Deviation
20.70
20.99
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-6.84
N/A
10 Years
Statistic
TSCRX
Category
Alpha (against Standard Index)
-2.11
4.06
Beta (against Standard Index)
1.13
1.16
Mean Annual Return
-4.01
0.37
R-squared (against Standard Index)
70
57.27
Standard Deviation
21.94
25.21
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.13
N/A
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