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    Aegis Value (AVALX)

    13.32 Up 0.01(0.08%) Jul 2

    Risk as of May 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
    StatisticAVALXCategory
    Alpha (against Standard Index)-10.99-3.83
    Beta (against Standard Index)1.051.12
    Mean Annual Return0.701.41
    R-squared (against Standard Index)32.3064.17
    Standard Deviation15.6511.94
    Sharpe Ratio0.531.43
    Treynor Ratio7.0115.64
    5 Years
    StatisticAVALXCategory
    Alpha (against Standard Index)-10.14-6.31
    Beta (against Standard Index)1.181.24
    Mean Annual Return0.741.14
    R-squared (against Standard Index)64.0483.26
    Standard Deviation18.1316.63
    Sharpe Ratio0.490.82
    Treynor Ratio6.3310.58
    10 Years
    StatisticAVALXCategory
    Alpha (against Standard Index)-3.45-0.81
    Beta (against Standard Index)1.361.20
    Mean Annual Return0.690.80
    R-squared (against Standard Index)66.7081.98
    Standard Deviation24.6019.49
    Sharpe Ratio0.280.43
    Treynor Ratio2.825.60