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Croft Value (CLVFX)
On
Dec 1
:
19.87
0.29
(1.48%)
MORE ON CLVFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
19.01%
Worst 1 Yr Total Return
(2008)
:
-42.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CLVFX
Category
Alpha (against Standard Index)
6.12
0.38
Beta (against Standard Index)
1.15
1.00
Mean Annual Return
-3.13
-0.41
R-squared (against Standard Index)
90
95.50
Standard Deviation
23.64
20.09
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-4.82
N/A
5 Years
Statistic
CLVFX
Category
Alpha (against Standard Index)
5.19
0.26
Beta (against Standard Index)
1.15
1.01
Mean Annual Return
4.79
0.16
R-squared (against Standard Index)
88
94.84
Standard Deviation
19.47
16.47
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.54
N/A
10 Years
Statistic
CLVFX
Category
Alpha (against Standard Index)
5.96
0.84
Beta (against Standard Index)
1.09
0.97
Mean Annual Return
4.31
0.11
R-squared (against Standard Index)
85
91.16
Standard Deviation
19.14
16.35
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.23
N/A
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