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Third Avenue Real Estate Value (TAREX)
On
Nov 30
:
20.27
0.26
(1.30%)
MORE ON TAREX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
30.16%
Worst 1 Yr Total Return
(2008)
:
-44.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TAREX
Category
Alpha (against Standard Index)
-3.88
-4.82
Beta (against Standard Index)
1.10
1.11
Mean Annual Return
-10.86
-0.65
R-squared (against Standard Index)
76
79.58
Standard Deviation
30.23
29.81
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-12.05
N/A
5 Years
Statistic
TAREX
Category
Alpha (against Standard Index)
-2.60
-1.67
Beta (against Standard Index)
1.03
1.11
Mean Annual Return
1.53
0.48
R-squared (against Standard Index)
72
72.47
Standard Deviation
24.19
25.90
Sharpe Ratio
0.06
N/A
Treynor Ratio
-1.45
N/A
10 Years
Statistic
TAREX
Category
Alpha (against Standard Index)
8.90
8.98
Beta (against Standard Index)
0.74
0.83
Mean Annual Return
11.14
1.04
R-squared (against Standard Index)
52
50.65
Standard Deviation
18.50
21.10
Sharpe Ratio
0.51
N/A
Treynor Ratio
11.01
N/A
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