RussellĀ® Midcap Growth Index Total Return Benchmark
Standard Deviation
19.12
19.38
Sharpe Ratio
0.21
0.11
Sortino Ratio
0.29
0.15
Calmar Ratio
1.29
0.81
Relative Performance Statistics
Vs. RussellĀ® Midcap Growth Index Benchmark*
Inception through 06/30/2010
Excess Return
1.87
Alpha
1.85
Beta
0.97
R-Squared
95.87
Information Ratio
0.47
*RussellĀ® Midcap Growth Index The Russell Midcap Growth Index is an unmanaged market capitalization-weighted index of the smallest 800 companies included in the Russell 1000 Index that exhibit growth-oriented characteristics. The Russell 1000 Index is comprised of the 1,000 largest U.S. domiciled companies.