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Tweedy, Browne Global Value (TBGVX)

27.51 Down 0.08(0.29%) Sep 29

Risk as of Aug 30, 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
Alpha (against Standard Index)8.331.62
Beta (against Standard Index)0.510.94
Mean Annual Return1.130.93
R-squared (against Standard Index)81.1991.78
Standard Deviation8.8915.33
Sharpe Ratio1.520.73
Treynor Ratio27.1611.25
5 Years
Alpha (against Standard Index)7.49-0.34
Beta (against Standard Index)0.560.99
Mean Annual Return1.060.73
R-squared (against Standard Index)84.1192.91
Standard Deviation10.0816.85
Sharpe Ratio1.250.52
Treynor Ratio22.787.82
10 Years
Alpha (against Standard Index)2.50-1.20
Beta (against Standard Index)0.610.97
Mean Annual Return0.740.67
R-squared (against Standard Index)82.2393.76
Standard Deviation12.6518.81
Sharpe Ratio0.580.35
Treynor Ratio11.185.08