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Artisan Value Investor (ARTLX)

13.04 Up 0.01(0.08%) Oct 21

Risk as of Sep 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up7
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):35.51%
Worst 1 Yr Total Return(Dec 30, 2008):-37.48%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-4.11-2.85
Beta (against Standard Index)1.060.97
Mean Annual Return0.650.67
R-squared (against Standard Index)64.6089.76
Standard Deviation14.2911.13
Sharpe Ratio0.540.73
Treynor Ratio6.498.01
5 Years
Alpha (against Standard Index)-3.73-1.92
Beta (against Standard Index)1.060.99
Mean Annual Return1.091.15
R-squared (against Standard Index)72.7890.54
Standard Deviation13.7911.62
Sharpe Ratio0.941.19
Treynor Ratio12.0314.21
10 Years
Alpha (against Standard Index)-0.96-1.68
Beta (against Standard Index)1.051.01
Mean Annual Return0.630.55
R-squared (against Standard Index)83.5593.22
Standard Deviation17.4915.94
Sharpe Ratio0.380.37
Treynor Ratio5.114.68