Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, December 8, 2009, 12:30PM ET - U.S. Markets close in 3 hours and 30 minutes. Dow Down 0.92% Nasdaq Down 0.44%
Grisanti Brown Value I (GBVFX)On Dec 7: 7.58  Down 0.03 (0.39%)  
MORE ON GBVFX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:1
Number of Years Down:2
Best 1 Yr Total Return (2006):16.39%
Worst 1 Yr Total Return (2008):-45.43%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGBVFXCategory
Alpha (against Standard Index)-5.800.38
Beta (against Standard Index)1.051.00
Mean Annual Return-13.00-0.41
R-squared (against Standard Index)8895.50
Standard Deviation21.7520.09
Sharpe Ratio-0.64N/A
Treynor Ratio-14.76N/A
5 Years
StatisticGBVFXCategory
Alpha (against Standard Index)N/A0.26
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.16
R-squared (against Standard Index)N/A94.84
Standard DeviationN/A16.47
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticGBVFXCategory
Alpha (against Standard Index)N/A0.84
Beta (against Standard Index)N/A0.97
Mean Annual ReturnN/A0.11
R-squared (against Standard Index)N/A91.16
Standard DeviationN/A16.35
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center