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Smead Value Investor (SMVLX)
On
Dec 4
:
18.24
0.10
(0.55%)
MORE ON SMVLX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SMVLX
Category
Alpha (against Standard Index)
N/A
-1.05
Beta (against Standard Index)
N/A
1.02
Mean Annual Return
N/A
-0.55
R-squared (against Standard Index)
N/A
94.27
Standard Deviation
N/A
20.65
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
5 Years
Statistic
SMVLX
Category
Alpha (against Standard Index)
N/A
0.04
Beta (against Standard Index)
N/A
1.02
Mean Annual Return
N/A
0.14
R-squared (against Standard Index)
N/A
93.13
Standard Deviation
N/A
16.85
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
SMVLX
Category
Alpha (against Standard Index)
N/A
2.54
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
80.76
Standard Deviation
N/A
15.89
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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