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Tanaka Growth (TGFRX)

19.25 Up 0.13(0.68%) Nov 24

Risk as of Oct 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)-5.94-4.86
Beta (against Standard Index)1.391.12
Mean Annual Return1.651.33
R-squared (against Standard Index)42.1573.14
Standard Deviation19.4011.97
Sharpe Ratio1.021.35
Treynor Ratio14.0814.75
5 Years
StatisticTGFRXCategory
Alpha (against Standard Index)-6.37-1.61
Beta (against Standard Index)1.241.11
Mean Annual Return1.161.38
R-squared (against Standard Index)63.9083.40
Standard Deviation20.3216.02
Sharpe Ratio0.681.04
Treynor Ratio10.0614.89
10 Years
StatisticTGFRXCategory
Alpha (against Standard Index)-3.680.56
Beta (against Standard Index)1.281.11
Mean Annual Return0.620.86
R-squared (against Standard Index)72.5482.88
Standard Deviation22.1317.92
Sharpe Ratio0.270.50
Treynor Ratio2.766.90