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    Artisan Global Value Investor (ARTGX)

    15.84 Down 0.04(0.25%) Aug 3

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up6
    Number of Years Down1
    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)8.735.94
    Beta (against Standard Index)0.660.74
    Mean Annual Return1.261.09
    R-squared (against Standard Index)64.4768.73
    Standard Deviation8.539.39
    Sharpe Ratio1.761.40
    Treynor Ratio23.7618.29
    5 Years
    Alpha (against Standard Index)9.205.43
    Beta (against Standard Index)0.690.82
    Mean Annual Return1.271.05
    R-squared (against Standard Index)82.1384.06
    Standard Deviation11.9614.07
    Sharpe Ratio1.270.91
    Treynor Ratio22.3815.27
    10 Years
    Alpha (against Standard Index)N/A1.63
    Beta (against Standard Index)N/A0.85
    Mean Annual ReturnN/A0.66
    R-squared (against Standard Index)N/A87.32
    Standard DeviationN/A17.10
    Sharpe RatioN/A0.39
    Treynor RatioN/A6.38