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    Frank Value Inv (FRNKX)

    12.91 Up 0.01(0.08%) May 27

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up8
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):49.76%
    Worst 1 Yr Total Return(Dec 30, 2008):-39.73%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFRNKXCategory
    Alpha (against Standard Index)1.25-2.81
    Beta (against Standard Index)0.550.99
    Mean Annual Return0.620.70
    R-squared (against Standard Index)51.8680.12
    Standard Deviation8.6012.56
    Sharpe Ratio0.860.67
    Treynor Ratio13.338.04
    5 Years
    StatisticFRNKXCategory
    Alpha (against Standard Index)-0.61-4.04
    Beta (against Standard Index)0.801.09
    Mean Annual Return0.700.69
    R-squared (against Standard Index)71.9384.46
    Standard Deviation11.5314.54
    Sharpe Ratio0.720.57
    Treynor Ratio9.946.90
    10 Years
    StatisticFRNKXCategory
    Alpha (against Standard Index)-0.07-1.11
    Beta (against Standard Index)1.081.09
    Mean Annual Return0.690.61
    R-squared (against Standard Index)77.1686.40
    Standard Deviation18.7417.93
    Sharpe Ratio0.390.36
    Treynor Ratio5.344.56