• FirefoxUpgrade to the new Firefox »
  •  Dow Up0.13% Nasdaq Up0.70%

    Davis Appreciation & Income A (RPFCX)

    36.26 Up 0.15(0.42%) Dec 26

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up14
    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
    StatisticRPFCXCategory
    Alpha (against Standard Index)-1.62-0.22
    Beta (against Standard Index)1.451.29
    Mean Annual Return1.131.11
    R-squared (against Standard Index)68.8191.95
    Standard Deviation11.138.57
    Sharpe Ratio1.221.56
    Treynor Ratio9.4810.75
    5 Years
    StatisticRPFCXCategory
    Alpha (against Standard Index)-2.05-1.52
    Beta (against Standard Index)1.521.39
    Mean Annual Return0.980.92
    R-squared (against Standard Index)81.4894.92
    Standard Deviation14.1712.01
    Sharpe Ratio0.820.92
    Treynor Ratio7.387.89
    10 Years
    StatisticRPFCXCategory
    Alpha (against Standard Index)-3.02-2.22
    Beta (against Standard Index)1.601.37
    Mean Annual Return0.630.59
    R-squared (against Standard Index)85.1993.57
    Standard Deviation16.7013.71
    Sharpe Ratio0.360.41
    Treynor Ratio2.973.55