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    Causeway International Value Instl (CIVIX)

    12.27 Up 0.18(1.49%) Feb 12

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2003):45.86%
    Worst 1 Yr Total Return(Dec 30, 2008):-41.95%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.902.32
    Beta (against Standard Index)0.910.92
    Mean Annual Return0.140.09
    R-squared (against Standard Index)89.3390.68
    Standard Deviation12.2812.29
    Sharpe Ratio0.130.09
    Treynor Ratio0.920.48
    5 Years
    Alpha (against Standard Index)2.891.58
    Beta (against Standard Index)0.990.94
    Mean Annual Return0.290.18
    R-squared (against Standard Index)92.3892.82
    Standard Deviation15.6914.93
    Sharpe Ratio0.220.15
    Treynor Ratio2.271.26
    10 Years
    Alpha (against Standard Index)1.360.00
    Beta (against Standard Index)1.020.95
    Mean Annual Return0.400.27
    R-squared (against Standard Index)93.0194.63
    Standard Deviation20.1118.72
    Sharpe Ratio0.180.12
    Treynor Ratio1.570.46