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Artisan Global Value Investor (ARTGX)

14.84 Up 0.11(0.75%) May 25

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up6
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):33.37%
Worst 1 Yr Total Return(Dec 30, 2008):-29.26%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)6.775.14
Beta (against Standard Index)0.770.81
Mean Annual Return0.620.49
R-squared (against Standard Index)81.4080.00
Standard Deviation11.5512.23
Sharpe Ratio0.640.47
Treynor Ratio9.006.54
5 Years
Alpha (against Standard Index)8.654.70
Beta (against Standard Index)0.710.82
Mean Annual Return0.790.47
R-squared (against Standard Index)82.2883.86
Standard Deviation12.1614.03
Sharpe Ratio0.770.40
Treynor Ratio12.715.89
10 Years
Alpha (against Standard Index)N/A2.18
Beta (against Standard Index)N/A0.85
Mean Annual ReturnN/A0.45
R-squared (against Standard Index)N/A87.92
Standard DeviationN/A17.40
Sharpe RatioN/A0.25
Treynor RatioN/A3.47