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    Artisan Value Investor (ARTLX)

    13.39 Down 0.03(0.22%) Mar 26

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up7
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):35.51%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.48%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticARTLXCategory
    Alpha (against Standard Index)-2.93-1.82
    Beta (against Standard Index)0.901.00
    Mean Annual Return1.041.28
    R-squared (against Standard Index)71.2289.71
    Standard Deviation10.1410.06
    Sharpe Ratio1.221.53
    Treynor Ratio13.9815.90
    5 Years
    StatisticARTLXCategory
    Alpha (against Standard Index)-1.60-2.08
    Beta (against Standard Index)0.911.00
    Mean Annual Return1.081.16
    R-squared (against Standard Index)85.0793.82
    Standard Deviation12.9413.55
    Sharpe Ratio1.001.04
    Treynor Ratio13.9814.02
    10 Years
    StatisticARTLXCategory
    Alpha (against Standard Index)N/A-1.12
    Beta (against Standard Index)N/A1.00
    Mean Annual ReturnN/A0.64
    R-squared (against Standard Index)N/A93.38
    Standard DeviationN/A15.34
    Sharpe RatioN/A0.41
    Treynor RatioN/A5.38