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    Artisan Global Opportunities Inv (ARTRX)

    19.48 Down 0.07(0.36%) Apr 29

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up6
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):47.86%
    Worst 1 Yr Total Return(Dec 30, 2011):-6.56%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)8.365.25
    Beta (against Standard Index)0.880.80
    Mean Annual Return0.790.52
    R-squared (against Standard Index)78.7480.09
    Standard Deviation13.5112.22
    Sharpe Ratio0.690.51
    Treynor Ratio10.017.12
    5 Years
    Alpha (against Standard Index)8.605.05
    Beta (against Standard Index)0.860.82
    Mean Annual Return0.830.53
    R-squared (against Standard Index)81.2483.76
    Standard Deviation14.9713.97
    Sharpe Ratio0.660.46
    Treynor Ratio10.616.99
    10 Years
    Alpha (against Standard Index)N/A2.21
    Beta (against Standard Index)N/A0.84
    Mean Annual ReturnN/A0.47
    R-squared (against Standard Index)N/A87.67
    Standard DeviationN/A17.27
    Sharpe RatioN/A0.26
    Treynor RatioN/A3.78