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Tanaka Growth (TGFRX)

18.86 Down 0.09(0.47%) Oct 29

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up9
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2003):65.56%
Worst 1 Yr Total Return(Dec 30, 2008):-49.68%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-3.71-5.42
Beta (against Standard Index)1.271.16
Mean Annual Return1.951.62
R-squared (against Standard Index)44.9979.39
Standard Deviation19.9513.80
Sharpe Ratio1.171.42
Treynor Ratio18.7117.47
5 Years
Alpha (against Standard Index)-7.13-2.17
Beta (against Standard Index)1.261.12
Mean Annual Return1.031.26
R-squared (against Standard Index)64.4983.58
Standard Deviation20.7116.17
Sharpe Ratio0.600.94
Treynor Ratio8.5213.34
10 Years
Alpha (against Standard Index)-3.280.64
Beta (against Standard Index)1.281.11
Mean Annual Return0.640.86
R-squared (against Standard Index)72.7982.84
Standard Deviation22.1317.92
Sharpe Ratio0.280.49
Treynor Ratio2.986.86