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LSV Value Equity (LSVEX)

On Dec 4: 12.36   0.09 (0.73%)

MORE ON LSVEX

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Risk  As of 31-Oct-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): 21.93% Worst 1 Yr Total Return (2008): -39.21% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic LSVEX Category Alpha (against Standard Index) -1.60 -1.05 Beta (against Standard Index) 1.18 1.02 Mean Annual Return -10.52 -0.55 R-squared (against Standard Index) 96 94.27 Standard Deviation 23.41 20.65 Sharpe Ratio -0.46 N/A Treynor Ratio -11.01 N/A 5 Years Statistic LSVEX Category Alpha (against Standard Index) 0.58 0.04 Beta (against Standard Index) 1.17 1.02 Mean Annual Return 0.09 0.14 R-squared (against Standard Index) 95 93.13 Standard Deviation 19.16 16.85 Sharpe Ratio -0.05 N/A Treynor Ratio -2.50 N/A 10 Years Statistic LSVEX Category Alpha (against Standard Index) 5.19 2.54 Beta (against Standard Index) 0.92 0.88 Mean Annual Return 4.32 0.27 R-squared (against Standard Index) 74 80.76 Standard Deviation 17.26 15.89 Sharpe Ratio 0.16 N/A Treynor Ratio 1.46 N/A
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