• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.29% Nasdaq Up0.13%

    Motley Fool Great America (TMFGX)

    19.18 Down 0.16(0.83%) Aug 26

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up4
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):37.70%
    Worst 1 Yr Total Return(Dec 30, 2015):-2.89%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-3.28-3.22
    Beta (against Standard Index)0.981.02
    Mean Annual Return0.640.68
    R-squared (against Standard Index)78.9173.94
    Standard Deviation12.2013.25
    Sharpe Ratio0.620.63
    Treynor Ratio7.257.50
    5 Years
    Alpha (against Standard Index)-2.11-4.64
    Beta (against Standard Index)1.021.13
    Mean Annual Return0.960.86
    R-squared (against Standard Index)85.0481.72
    Standard Deviation13.3415.08
    Sharpe Ratio0.850.69
    Treynor Ratio10.848.64
    10 Years
    Alpha (against Standard Index)N/A-0.21
    Beta (against Standard Index)N/A1.08
    Mean Annual ReturnN/A0.76
    R-squared (against Standard Index)N/A83.77
    Standard DeviationN/A18.12
    Sharpe RatioN/A0.46
    Treynor RatioN/A6.32