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    Tanaka Growth (TGFRX)

    20.63 Up 0.01(0.05%) Aug 26

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up11
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2003):65.56%
    Worst 1 Yr Total Return(Dec 30, 2008):-49.68%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticTGFRXCategory
    Alpha (against Standard Index)-4.27-3.22
    Beta (against Standard Index)1.261.02
    Mean Annual Return0.820.68
    R-squared (against Standard Index)62.8073.94
    Standard Deviation17.6413.25
    Sharpe Ratio0.550.63
    Treynor Ratio6.787.50
    5 Years
    StatisticTGFRXCategory
    Alpha (against Standard Index)-4.40-4.64
    Beta (against Standard Index)1.261.13
    Mean Annual Return1.040.86
    R-squared (against Standard Index)59.0581.72
    Standard Deviation19.8615.08
    Sharpe Ratio0.620.69
    Treynor Ratio8.678.64
    10 Years
    StatisticTGFRXCategory
    Alpha (against Standard Index)-2.63-0.21
    Beta (against Standard Index)1.261.08
    Mean Annual Return0.670.76
    R-squared (against Standard Index)72.8583.77
    Standard Deviation22.5518.12
    Sharpe Ratio0.320.46
    Treynor Ratio3.746.32