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    Tanaka Growth (TGFRX)

    22.18 Up 0.15(0.68%) Feb 26

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up10
    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
    StatisticTGFRXCategory
    Alpha (against Standard Index)-1.89-2.96
    Beta (against Standard Index)1.231.06
    Mean Annual Return1.551.22
    R-squared (against Standard Index)35.9273.37
    Standard Deviation19.1311.54
    Sharpe Ratio0.971.27
    Treynor Ratio14.7314.17
    5 Years
    StatisticTGFRXCategory
    Alpha (against Standard Index)-5.70-1.58
    Beta (against Standard Index)1.211.11
    Mean Annual Return1.081.30
    R-squared (against Standard Index)61.7784.08
    Standard Deviation19.9715.76
    Sharpe Ratio0.640.99
    Treynor Ratio9.4913.84
    10 Years
    StatisticTGFRXCategory
    Alpha (against Standard Index)-3.140.50
    Beta (against Standard Index)1.271.10
    Mean Annual Return0.600.81
    R-squared (against Standard Index)71.3282.90
    Standard Deviation22.0417.86
    Sharpe Ratio0.260.46
    Treynor Ratio2.646.29