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Consulting Group Small Cap Growth (TSGUX)
On
Dec 4
:
14.16
0.22
(1.58%)
MORE ON TSGUX
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Research Reports
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)
:
10.88%
Worst 1 Yr Total Return
(2008)
:
-43.11%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TSGUX
Category
Alpha (against Standard Index)
2.21
1.71
Beta (against Standard Index)
1.17
1.15
Mean Annual Return
-7.31
-0.40
R-squared (against Standard Index)
84
85.55
Standard Deviation
24.74
24.28
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-8.35
N/A
5 Years
Statistic
TSGUX
Category
Alpha (against Standard Index)
1.34
1.12
Beta (against Standard Index)
1.22
1.19
Mean Annual Return
0.24
0.21
R-squared (against Standard Index)
80
81.02
Standard Deviation
21.66
21.15
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.28
N/A
10 Years
Statistic
TSGUX
Category
Alpha (against Standard Index)
3.83
5.25
Beta (against Standard Index)
1.24
1.18
Mean Annual Return
0.07
0.43
R-squared (against Standard Index)
56
56.73
Standard Deviation
26.53
25.52
Sharpe Ratio
0.03
N/A
Treynor Ratio
-2.35
N/A
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