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 Dow Up0.36% Nasdaq Up0.71%

Tweedy, Browne Global Value (TBGVX)

27.87 Up 0.20(0.72%) Jul 22

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up16
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2009):37.85%
Worst 1 Yr Total Return(Dec 30, 2008):-38.31%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTBGVXCategory
Alpha (against Standard Index)7.301.48
Beta (against Standard Index)0.530.96
Mean Annual Return0.920.68
R-squared (against Standard Index)82.9892.72
Standard Deviation9.7116.41
Sharpe Ratio1.130.50
Treynor Ratio20.677.48
5 Years
StatisticTBGVXCategory
Alpha (against Standard Index)7.860.07
Beta (against Standard Index)0.570.99
Mean Annual Return1.231.00
R-squared (against Standard Index)85.4393.32
Standard Deviation10.3817.37
Sharpe Ratio1.410.69
Treynor Ratio26.5111.19
10 Years
StatisticTBGVXCategory
Alpha (against Standard Index)2.44-0.99
Beta (against Standard Index)0.610.96
Mean Annual Return0.730.67
R-squared (against Standard Index)82.3593.84
Standard Deviation12.6518.81
Sharpe Ratio0.560.35
Treynor Ratio10.865.10