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Artisan Mid Cap Value (ARTQX)
On
Dec 4
:
17.64
0.19
(1.09%)
MORE ON ARTQX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
26.20%
Worst 1 Yr Total Return
(2008)
:
-27.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ARTQX
Category
Alpha (against Standard Index)
8.15
2.32
Beta (against Standard Index)
1.12
1.15
Mean Annual Return
-1.01
-0.35
R-squared (against Standard Index)
82
90.18
Standard Deviation
24.01
23.68
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-3.06
N/A
5 Years
Statistic
ARTQX
Category
Alpha (against Standard Index)
6.61
2.22
Beta (against Standard Index)
1.12
1.16
Mean Annual Return
6.23
0.30
R-squared (against Standard Index)
80
89.12
Standard Deviation
19.88
19.61
Sharpe Ratio
0.26
N/A
Treynor Ratio
2.86
N/A
10 Years
Statistic
ARTQX
Category
Alpha (against Standard Index)
N/A
7.83
Beta (against Standard Index)
N/A
0.94
Mean Annual Return
N/A
0.70
R-squared (against Standard Index)
N/A
72.23
Standard Deviation
N/A
17.96
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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