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    Aegis Value (AVALX)

    13.47 Up 0.06(0.45%) May 1

    Risk as of Mar 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)-12.55-3.14
    Beta (against Standard Index)1.051.12
    Mean Annual Return0.311.19
    R-squared (against Standard Index)41.1870.16
    Standard Deviation15.6912.87
    Sharpe Ratio0.231.11
    Treynor Ratio2.3412.82
    5 Years
    StatisticAVALXCategory
    Alpha (against Standard Index)-9.68-3.99
    Beta (against Standard Index)1.171.20
    Mean Annual Return0.601.11
    R-squared (against Standard Index)67.0682.88
    Standard Deviation18.5517.14
    Sharpe Ratio0.380.78
    Treynor Ratio4.7310.51
    10 Years
    StatisticAVALXCategory
    Alpha (against Standard Index)-3.92-0.72
    Beta (against Standard Index)1.361.20
    Mean Annual Return0.630.80
    R-squared (against Standard Index)67.4282.14
    Standard Deviation24.5419.63
    Sharpe Ratio0.250.42
    Treynor Ratio2.325.52