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Turner Large Cap Growth Inv (TSGFX)
On
Dec 22
:
4.61
0.03
(0.66%)
MORE ON TSGFX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-49.52%
Worst 1 Yr Total Return
(2008)
:
-49.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TSGFX
Category
Alpha (against Standard Index)
-2.26
2.20
Beta (against Standard Index)
1.01
0.99
Mean Annual Return
-8.29
-0.14
R-squared (against Standard Index)
86
88.76
Standard Deviation
21.55
21.04
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-10.47
N/A
5 Years
Statistic
TSGFX
Category
Alpha (against Standard Index)
-3.00
0.80
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
-2.57
0.24
R-squared (against Standard Index)
85
86.59
Standard Deviation
17.74
17.50
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-5.44
N/A
10 Years
Statistic
TSGFX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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