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Victory Value A (SVLSX)
On
Dec 18
:
10.28
0.05
(0.49%)
MORE ON SVLSX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
17.13%
Worst 1 Yr Total Return
(2008)
:
-36.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SVLSX
Category
Alpha (against Standard Index)
-0.18
-1.37
Beta (against Standard Index)
1.14
1.02
Mean Annual Return
-7.48
-0.45
R-squared (against Standard Index)
93
94.58
Standard Deviation
23.34
20.79
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-8.59
N/A
5 Years
Statistic
SVLSX
Category
Alpha (against Standard Index)
0.62
-0.29
Beta (against Standard Index)
1.14
1.01
Mean Annual Return
0.63
0.14
R-squared (against Standard Index)
91
93.49
Standard Deviation
19.17
16.81
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.07
N/A
10 Years
Statistic
SVLSX
Category
Alpha (against Standard Index)
1.72
2.74
Beta (against Standard Index)
1.01
0.88
Mean Annual Return
0.91
0.31
R-squared (against Standard Index)
88
81.33
Standard Deviation
17.45
15.97
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.00
N/A
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