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    Towle Deep Value (TDVFX)

    17.06 Up 0.05(0.29%) May 21

    Risk as of Apr 29, 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)-2.34-3.65
    Beta (against Standard Index)1.481.12
    Mean Annual Return1.781.20
    R-squared (against Standard Index)60.8069.20
    Standard Deviation18.0412.90
    Sharpe Ratio1.181.12
    Treynor Ratio14.5612.91
    5 Years
    StatisticTDVFXCategory
    Alpha (against Standard Index)N/A-5.23
    Beta (against Standard Index)N/A1.20
    Mean Annual ReturnN/A1.00
    R-squared (against Standard Index)N/A83.63
    Standard DeviationN/A17.07
    Sharpe RatioN/A0.70
    Treynor RatioN/A9.25
    10 Years
    StatisticTDVFXCategory
    Alpha (against Standard Index)N/A-0.60
    Beta (against Standard Index)N/A1.20
    Mean Annual ReturnN/A0.84
    R-squared (against Standard Index)N/A82.02
    Standard DeviationN/A19.53
    Sharpe RatioN/A0.45
    Treynor RatioN/A5.97