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    Victory Integrity Small-Cap Value R6 (MVSSX)

    33.41 Down 0.07(0.21%) Oct 21

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up2
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):41.21%
    Worst 1 Yr Total Return(Dec 30, 2015):-6.49%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-4.68-4.68
    Beta (against Standard Index)1.030.99
    Mean Annual Return0.570.54
    R-squared (against Standard Index)64.5464.24
    Standard Deviation13.8913.56
    Sharpe Ratio0.480.49
    Treynor Ratio5.785.82
    5 Years
    Alpha (against Standard Index)-1.84-2.70
    Beta (against Standard Index)1.121.10
    Mean Annual Return1.331.22
    R-squared (against Standard Index)73.3872.86
    Standard Deviation14.5414.34
    Sharpe Ratio1.091.03
    Treynor Ratio14.1613.32
    10 Years
    Alpha (against Standard Index)-0.46-1.13
    Beta (against Standard Index)1.181.16
    Mean Annual Return0.750.69
    R-squared (against Standard Index)81.8581.48
    Standard Deviation19.9019.66
    Sharpe Ratio0.410.38
    Treynor Ratio5.494.98