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    Aegis Value (AVALX)

    12.39 Down 0.25(1.98%) Sep 1

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up12
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):91.44%
    Worst 1 Yr Total Return(Dec 30, 2008):-51.36%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-12.93-2.91
    Beta (against Standard Index)0.901.08
    Mean Annual Return0.171.26
    R-squared (against Standard Index)18.4360.01
    Standard Deviation17.8612.03
    Sharpe Ratio0.111.27
    Treynor Ratio0.3714.32
    5 Years
    Alpha (against Standard Index)-11.43-5.99
    Beta (against Standard Index)1.151.22
    Mean Annual Return0.561.11
    R-squared (against Standard Index)50.4079.91
    Standard Deviation18.9816.06
    Sharpe Ratio0.350.84
    Treynor Ratio4.3310.51
    10 Years
    Alpha (against Standard Index)-4.85-1.49
    Beta (against Standard Index)1.351.19
    Mean Annual Return0.520.70
    R-squared (against Standard Index)62.7081.54
    Standard Deviation25.0719.46
    Sharpe Ratio0.200.37
    Treynor Ratio1.254.65