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Tocqueville Small Cap (TSCVX)
On
Dec 1
:
11.11
0.16
(1.46%)
MORE ON TSCVX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2006)
:
7.12%
Worst 1 Yr Total Return
(2008)
:
-35.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TSCVX
Category
Alpha (against Standard Index)
1.68
1.01
Beta (against Standard Index)
1.21
1.19
Mean Annual Return
-8.22
-0.48
R-squared (against Standard Index)
85
87.23
Standard Deviation
25.59
24.84
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-8.80
N/A
5 Years
Statistic
TSCVX
Category
Alpha (against Standard Index)
-0.97
1.42
Beta (against Standard Index)
1.23
1.21
Mean Annual Return
-2.12
0.23
R-squared (against Standard Index)
77
84.16
Standard Deviation
22.18
21.07
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-4.19
N/A
10 Years
Statistic
TSCVX
Category
Alpha (against Standard Index)
7.70
7.80
Beta (against Standard Index)
1.11
1.01
Mean Annual Return
5.19
0.68
R-squared (against Standard Index)
58
64.84
Standard Deviation
23.31
20.31
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.01
N/A
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