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    Artisan Value Investor (ARTLX)

    13.68 Down 0.04(0.29%) Mar 4

    Risk as of Jan 30, 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)-2.77-1.86
    Beta (against Standard Index)0.921.00
    Mean Annual Return1.041.23
    R-squared (against Standard Index)70.7489.57
    Standard Deviation10.139.87
    Sharpe Ratio1.221.50
    Treynor Ratio13.7215.33
    5 Years
    StatisticARTLXCategory
    Alpha (against Standard Index)-1.51-2.06
    Beta (against Standard Index)0.911.00
    Mean Annual Return1.051.12
    R-squared (against Standard Index)84.8793.81
    Standard Deviation12.8513.42
    Sharpe Ratio0.971.01
    Treynor Ratio13.5113.47
    10 Years
    StatisticARTLXCategory
    Alpha (against Standard Index)N/A-1.03
    Beta (against Standard Index)N/A1.00
    Mean Annual ReturnN/A0.62
    R-squared (against Standard Index)N/A93.32
    Standard DeviationN/A15.27
    Sharpe RatioN/A0.40
    Treynor RatioN/A5.09