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Longleaf Partners International (LLINX)
On
Nov 30
:
13.30
0.09
(0.68%)
MORE ON LLINX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
17.07%
Worst 1 Yr Total Return
(2008)
:
-39.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LLINX
Category
Alpha (against Standard Index)
-0.49
-0.42
Beta (against Standard Index)
0.93
1.00
Mean Annual Return
-5.30
-0.24
R-squared (against Standard Index)
88
95.20
Standard Deviation
23.72
24.69
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-8.29
N/A
5 Years
Statistic
LLINX
Category
Alpha (against Standard Index)
-1.78
-0.74
Beta (against Standard Index)
0.89
1.00
Mean Annual Return
2.93
0.52
R-squared (against Standard Index)
84
94.71
Standard Deviation
19.16
20.34
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.11
N/A
10 Years
Statistic
LLINX
Category
Alpha (against Standard Index)
4.58
2.15
Beta (against Standard Index)
0.77
0.98
Mean Annual Return
6.65
0.49
R-squared (against Standard Index)
59
91.79
Standard Deviation
17.91
18.42
Sharpe Ratio
0.29
N/A
Treynor Ratio
4.81
N/A
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