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Victory Established Value R (GETGX)
On
Dec 18
:
23.14
0.13
(0.56%)
MORE ON GETGX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
16.29%
Worst 1 Yr Total Return
(2008)
:
-29.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GETGX
Category
Alpha (against Standard Index)
5.35
0.96
Beta (against Standard Index)
1.00
1.15
Mean Annual Return
-0.78
-0.33
R-squared (against Standard Index)
90
89.96
Standard Deviation
20.84
24.07
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-3.05
N/A
5 Years
Statistic
GETGX
Category
Alpha (against Standard Index)
4.81
1.28
Beta (against Standard Index)
1.01
1.16
Mean Annual Return
5.45
0.26
R-squared (against Standard Index)
88
88.97
Standard Deviation
17.24
19.80
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.43
N/A
10 Years
Statistic
GETGX
Category
Alpha (against Standard Index)
6.79
7.57
Beta (against Standard Index)
0.88
0.96
Mean Annual Return
6.66
0.70
R-squared (against Standard Index)
76
72.92
Standard Deviation
16.31
18.20
Sharpe Ratio
0.30
N/A
Treynor Ratio
4.26
N/A
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