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    Towle Deep Value (TDVFX)

    15.90 Down 0.07(0.44%) Mar 27

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up3
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):54.87%
    Worst 1 Yr Total Return(Dec 30, 2014):3.08%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticTDVFXCategory
    Alpha (against Standard Index)-6.66-5.13
    Beta (against Standard Index)1.511.15
    Mean Annual Return1.591.21
    R-squared (against Standard Index)60.1072.18
    Standard Deviation18.4612.88
    Sharpe Ratio1.031.13
    Treynor Ratio12.4812.81
    5 Years
    StatisticTDVFXCategory
    Alpha (against Standard Index)N/A-4.83
    Beta (against Standard Index)N/A1.22
    Mean Annual ReturnN/A1.21
    R-squared (against Standard Index)N/A84.15
    Standard DeviationN/A17.36
    Sharpe RatioN/A0.84
    Treynor RatioN/A11.47
    10 Years
    StatisticTDVFXCategory
    Alpha (against Standard Index)N/A-1.04
    Beta (against Standard Index)N/A1.20
    Mean Annual ReturnN/A0.77
    R-squared (against Standard Index)N/A82.46
    Standard DeviationN/A19.64
    Sharpe RatioN/A0.40
    Treynor RatioN/A5.19