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Grisanti Brown Value I (GBVFX)
On
Dec 7
:
7.58
0.03
(0.39%)
MORE ON GBVFX
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Research Reports
Risk
As of 31-Oct-09
Get
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
Statistic
GBVFX
Category
Alpha (against Standard Index)
-5.80
0.38
Beta (against Standard Index)
1.05
1.00
Mean Annual Return
-13.00
-0.41
R-squared (against Standard Index)
88
95.50
Standard Deviation
21.75
20.09
Sharpe Ratio
-0.64
N/A
Treynor Ratio
-14.76
N/A
5 Years
Statistic
GBVFX
Category
Alpha (against Standard Index)
N/A
0.26
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.16
R-squared (against Standard Index)
N/A
94.84
Standard Deviation
N/A
16.47
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
GBVFX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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