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Tanaka Growth (TGFRX)

20.04 Up 0.18(0.91%) Aug 19

Risk as of Jul 30, 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
StatisticTGFRXCategory
Alpha (against Standard Index)-3.63-6.22
Beta (against Standard Index)1.241.18
Mean Annual Return1.401.09
R-squared (against Standard Index)52.4483.80
Standard Deviation20.9815.78
Sharpe Ratio0.800.84
Treynor Ratio12.5510.82
5 Years
StatisticTGFRXCategory
Alpha (against Standard Index)-5.36-1.76
Beta (against Standard Index)1.261.11
Mean Annual Return1.281.38
R-squared (against Standard Index)63.9983.16
Standard Deviation20.7416.12
Sharpe Ratio0.741.03
Treynor Ratio11.1314.82
10 Years
StatisticTGFRXCategory
Alpha (against Standard Index)-3.220.89
Beta (against Standard Index)1.271.10
Mean Annual Return0.630.87
R-squared (against Standard Index)72.4182.42
Standard Deviation21.9717.88
Sharpe Ratio0.270.50
Treynor Ratio2.896.96