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Touchstone Small Cap Val Opportunities Z (TSVOX)
On
Jan 5
:
14.12
0.05
(0.35%)
MORE ON TSVOX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
TSVOX
Category
Alpha (against Standard Index)
-5.70
-0.48
Beta (against Standard Index)
0.98
1.16
Mean Annual Return
-11.07
-0.45
R-squared (against Standard Index)
87
86.39
Standard Deviation
20.73
24.75
Sharpe Ratio
-0.57
N/A
Treynor Ratio
-13.69
N/A
5 Years
Statistic
TSVOX
Category
Alpha (against Standard Index)
-2.60
0.00
Beta (against Standard Index)
1.02
1.17
Mean Annual Return
-2.24
0.16
R-squared (against Standard Index)
81
83.41
Standard Deviation
18.13
20.64
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-5.15
N/A
10 Years
Statistic
TSVOX
Category
Alpha (against Standard Index)
N/A
7.16
Beta (against Standard Index)
N/A
1.00
Mean Annual Return
N/A
0.66
R-squared (against Standard Index)
N/A
64.42
Standard Deviation
N/A
20.26
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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