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    Davis Appreciation & Income A (RPFCX)

    37.22 Up 0.04(0.11%) Apr 21

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up15
    Number of Years Down7
    Best 1 Yr Total Return(Dec 30, 2009):49.68%
    Worst 1 Yr Total Return(Dec 30, 2008):-41.43%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.200.12
    Beta (against Standard Index)1.561.32
    Mean Annual Return0.850.88
    R-squared (against Standard Index)67.4792.46
    Standard Deviation11.958.62
    Sharpe Ratio0.851.23
    Treynor Ratio6.338.17
    5 Years
    Alpha (against Standard Index)-3.30-1.52
    Beta (against Standard Index)1.541.38
    Mean Annual Return0.800.83
    R-squared (against Standard Index)80.6795.05
    Standard Deviation14.4011.86
    Sharpe Ratio0.660.84
    Treynor Ratio5.727.09
    10 Years
    Alpha (against Standard Index)-2.95-2.10
    Beta (against Standard Index)1.611.37
    Mean Annual Return0.630.59
    R-squared (against Standard Index)84.9393.50
    Standard Deviation16.9113.71
    Sharpe Ratio0.360.42
    Treynor Ratio2.983.60