Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, January 6, 2010, 9:08AM ET - U.S. Markets open in 22 mins.. Dow Down 0.11% Nasdaq  0.00%
Touchstone Small Cap Val Opportunities Z (TSVOX)On Jan 5: 14.12  Down 0.05 (0.35%)  
MORE ON TSVOX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2004):23.73%
Worst 1 Yr Total Return (2008):-34.16%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticTSVOXCategory
Alpha (against Standard Index)-5.70-0.48
Beta (against Standard Index)0.981.16
Mean Annual Return-11.07-0.45
R-squared (against Standard Index)8786.39
Standard Deviation20.7324.75
Sharpe Ratio-0.57N/A
Treynor Ratio-13.69N/A
5 Years
StatisticTSVOXCategory
Alpha (against Standard Index)-2.600.00
Beta (against Standard Index)1.021.17
Mean Annual Return-2.240.16
R-squared (against Standard Index)8183.41
Standard Deviation18.1320.64
Sharpe Ratio-0.20N/A
Treynor Ratio-5.15N/A
10 Years
StatisticTSVOXCategory
Alpha (against Standard Index)N/A7.16
Beta (against Standard Index)N/A1.00
Mean Annual ReturnN/A0.66
R-squared (against Standard Index)N/A64.42
Standard DeviationN/A20.26
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center