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Auxier Focus Inv (AUXFX)

20.53 Down 0.07(0.34%) Sep 29

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up12
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2003):26.75%
Worst 1 Yr Total Return(Dec 30, 2008):-24.52%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-2.29-1.24
Beta (against Standard Index)0.781.00
Mean Annual Return1.071.53
R-squared (against Standard Index)91.2192.72
Standard Deviation9.4312.08
Sharpe Ratio1.361.53
Treynor Ratio16.9119.31
5 Years
Alpha (against Standard Index)-0.21-1.52
Beta (against Standard Index)0.740.99
Mean Annual Return1.001.24
R-squared (against Standard Index)92.2494.03
Standard Deviation10.1013.51
Sharpe Ratio1.181.11
Treynor Ratio16.3515.27
10 Years
Alpha (against Standard Index)1.00-0.64
Beta (against Standard Index)0.721.00
Mean Annual Return0.670.71
R-squared (against Standard Index)92.7693.44
Standard Deviation10.9315.25
Sharpe Ratio0.590.46
Treynor Ratio8.516.17