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Third Avenue Value (TAVFX)
On
Nov 27
:
44.64
1.22
(2.66%)
MORE ON TAVFX
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Risk
As of 31-Oct-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
(2004)
:
26.60%
Worst 1 Yr Total Return
(2008)
:
-45.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TAVFX
Category
Alpha (against Standard Index)
-0.81
-0.56
Beta (against Standard Index)
1.03
0.91
Mean Annual Return
-6.64
-0.21
R-squared (against Standard Index)
85
90.41
Standard Deviation
26.62
22.89
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-8.83
N/A
5 Years
Statistic
TAVFX
Category
Alpha (against Standard Index)
-2.08
-1.40
Beta (against Standard Index)
0.98
0.90
Mean Annual Return
2.60
0.44
R-squared (against Standard Index)
83
89.02
Standard Deviation
21.25
19.07
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.44
N/A
10 Years
Statistic
TAVFX
Category
Alpha (against Standard Index)
5.05
0.66
Beta (against Standard Index)
0.87
0.93
Mean Annual Return
7.15
0.36
R-squared (against Standard Index)
73
79.68
Standard Deviation
18.40
19.07
Sharpe Ratio
0.31
N/A
Treynor Ratio
4.78
N/A
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