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Edgar Lomax Value (LOMAX)On Jan 7: 9.06  Up 0.03 (0.33%)  
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Risk  As of 30-Nov-09Get 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
StatisticLOMAXCategory
Alpha (against Standard Index)-1.02-1.37
Beta (against Standard Index)1.031.02
Mean Annual Return-7.21-0.45
R-squared (against Standard Index)9394.58
Standard Deviation21.2520.79
Sharpe Ratio-0.35N/A
Treynor Ratio-9.17N/A
5 Years
StatisticLOMAXCategory
Alpha (against Standard Index)0.17-0.29
Beta (against Standard Index)1.031.01
Mean Annual Return0.660.14
R-squared (against Standard Index)9293.49
Standard Deviation17.2016.81
Sharpe Ratio-0.05N/A
Treynor Ratio-2.27N/A
10 Years
StatisticLOMAXCategory
Alpha (against Standard Index)2.482.74
Beta (against Standard Index)0.900.88
Mean Annual Return1.980.31
R-squared (against Standard Index)7381.33
Standard Deviation17.1315.97
Sharpe Ratio0.03N/A
Treynor Ratio-1.05N/A

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