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Auxier Focus Inv (AUXFX)

21.30 Up 0.03(0.14%) Nov 20

Risk as of Oct 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
StatisticAUXFXCategory
Alpha (against Standard Index)-3.37-1.46
Beta (against Standard Index)0.850.99
Mean Annual Return1.041.42
R-squared (against Standard Index)89.7088.84
Standard Deviation8.149.60
Sharpe Ratio1.521.78
Treynor Ratio14.9918.08
5 Years
StatisticAUXFXCategory
Alpha (against Standard Index)-0.56-1.77
Beta (against Standard Index)0.741.00
Mean Annual Return0.961.21
R-squared (against Standard Index)92.2293.88
Standard Deviation10.1013.48
Sharpe Ratio1.141.09
Treynor Ratio15.6514.80
10 Years
StatisticAUXFXCategory
Alpha (against Standard Index)1.02-0.84
Beta (against Standard Index)0.721.00
Mean Annual Return0.660.68
R-squared (against Standard Index)92.7993.45
Standard Deviation10.9715.28
Sharpe Ratio0.580.44
Treynor Ratio8.405.82