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Edgar Lomax Value (LOMAX)
On
Jan 7
:
9.06
0.03
(0.33%)
MORE ON LOMAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
22.21%
Worst 1 Yr Total Return
(2008)
:
-34.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LOMAX
Category
Alpha (against Standard Index)
-1.02
-1.37
Beta (against Standard Index)
1.03
1.02
Mean Annual Return
-7.21
-0.45
R-squared (against Standard Index)
93
94.58
Standard Deviation
21.25
20.79
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-9.17
N/A
5 Years
Statistic
LOMAX
Category
Alpha (against Standard Index)
0.17
-0.29
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
0.66
0.14
R-squared (against Standard Index)
92
93.49
Standard Deviation
17.20
16.81
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.27
N/A
10 Years
Statistic
LOMAX
Category
Alpha (against Standard Index)
2.48
2.74
Beta (against Standard Index)
0.90
0.88
Mean Annual Return
1.98
0.31
R-squared (against Standard Index)
73
81.33
Standard Deviation
17.13
15.97
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.05
N/A
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