Dow Down0.71% Nasdaq Down0.63%

Aegis Value (AVALX)

16.16 Down 0.12(0.74%) Sep 23

Risk as of Aug 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up12
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2009):91.44%
Worst 1 Yr Total Return(Dec 30, 2008):-51.36%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-6.49-4.33
Beta (against Standard Index)0.681.01
Mean Annual Return0.160.67
R-squared (against Standard Index)7.0064.59
Standard Deviation28.0413.84
Sharpe Ratio0.060.60
Treynor Ratio-2.787.38
5 Years
Alpha (against Standard Index)-3.27-4.02
Beta (against Standard Index)0.971.13
Mean Annual Return0.901.03
R-squared (against Standard Index)21.4775.50
Standard Deviation24.5515.34
Sharpe Ratio0.440.81
Treynor Ratio8.3210.44
10 Years
Alpha (against Standard Index)-0.92-1.38
Beta (against Standard Index)1.291.16
Mean Annual Return0.810.69
R-squared (against Standard Index)50.9081.37
Standard Deviation27.6619.66
Sharpe Ratio0.320.38
Treynor Ratio3.984.98