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Keeley Small Cap Value A (KSCVX)
On
Dec 11
:
19.11
0.18
(0.95%)
MORE ON KSCVX
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Research Reports
Risk
As of 30-Nov-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
(2004)
:
32.94%
Worst 1 Yr Total Return
(2008)
:
-40.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
KSCVX
Category
Alpha (against Standard Index)
-0.31
-0.48
Beta (against Standard Index)
1.33
1.16
Mean Annual Return
-10.07
-0.45
R-squared (against Standard Index)
84
86.39
Standard Deviation
28.76
24.75
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-9.30
N/A
5 Years
Statistic
KSCVX
Category
Alpha (against Standard Index)
2.47
0.00
Beta (against Standard Index)
1.36
1.17
Mean Annual Return
1.00
0.16
R-squared (against Standard Index)
78
83.41
Standard Deviation
24.69
20.64
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.46
N/A
10 Years
Statistic
KSCVX
Category
Alpha (against Standard Index)
9.88
7.16
Beta (against Standard Index)
1.01
1.00
Mean Annual Return
8.75
0.66
R-squared (against Standard Index)
63
64.42
Standard Deviation
20.67
20.26
Sharpe Ratio
0.37
N/A
Treynor Ratio
5.76
N/A
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