Ratings & Risk for New Century Capital (NCCPX)

Morningstar Category: Large Blend
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Average
    		514
    5-Year Average Above Average
    		442
    10-Year Average Above Average
    		300
    Overall Average Above Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 19.96 -0.40 -0.36
    5-Year 16.91 0.20 -0.04
    10-Year 17.83 0.11 -0.09
    15-Year 16.68 0.60 0.21
    20-Year 15.76 0.65 0.24
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 97.13 0.89 3.74
    3-Year 94.68 0.99 0.41
    5-Year 92.58 1.02 0.78
    10-Year 83.05 1.01 0.98

    S&P 500 TR

    Trailing data as of 10/31/2009