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Davis Appreciation & Income A (RPFCX)

37.18 Down 0.15(0.40%) Nov 26

Risk as of Oct 30, 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)-1.760.05
Beta (against Standard Index)1.461.26
Mean Annual Return1.051.03
R-squared (against Standard Index)69.9091.65
Standard Deviation11.338.54
Sharpe Ratio1.101.46
Treynor Ratio8.6010.24
5 Years
StatisticRPFCXCategory
Alpha (against Standard Index)-2.26-1.48
Beta (against Standard Index)1.501.36
Mean Annual Return1.000.96
R-squared (against Standard Index)80.8094.78
Standard Deviation14.1811.90
Sharpe Ratio0.840.97
Treynor Ratio7.728.43
10 Years
StatisticRPFCXCategory
Alpha (against Standard Index)-3.06-2.16
Beta (against Standard Index)1.591.35
Mean Annual Return0.650.61
R-squared (against Standard Index)85.1793.44
Standard Deviation16.7213.57
Sharpe Ratio0.370.43
Treynor Ratio3.143.81