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Third Avenue International Value (TAVIX)
On
Dec 22
:
15.28
0.10
(0.65%)
MORE ON TAVIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
27.70%
Worst 1 Yr Total Return
(2008)
:
-37.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TAVIX
Category
Alpha (against Standard Index)
0.92
1.57
Beta (against Standard Index)
0.91
1.08
Mean Annual Return
-4.03
-0.13
R-squared (against Standard Index)
89
92.64
Standard Deviation
23.10
26.76
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-6.92
N/A
5 Years
Statistic
TAVIX
Category
Alpha (against Standard Index)
0.09
1.13
Beta (against Standard Index)
0.89
1.07
Mean Annual Return
4.08
0.62
R-squared (against Standard Index)
87
91.68
Standard Deviation
18.57
21.91
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.23
N/A
10 Years
Statistic
TAVIX
Category
Alpha (against Standard Index)
N/A
5.25
Beta (against Standard Index)
N/A
1.00
Mean Annual Return
N/A
0.73
R-squared (against Standard Index)
N/A
81.02
Standard Deviation
N/A
20.12
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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