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    Timothy Plan Defensive Strategies A (TPDAX)

    11.26 Down 0.03(0.27%) Dec 24

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up3
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2010):12.94%
    Worst 1 Yr Total Return(Dec 30, 2013):-7.97%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-11.131.21
    Beta (against Standard Index)1.060.99
    Mean Annual Return0.000.97
    R-squared (against Standard Index)67.7590.50
    Standard Deviation8.186.68
    Sharpe Ratio-0.011.76
    Treynor Ratio-0.3912.27
    5 Years
    Alpha (against Standard Index)-3.740.32
    Beta (against Standard Index)0.951.05
    Mean Annual Return0.410.82
    R-squared (against Standard Index)66.2394.42
    Standard Deviation9.839.13
    Sharpe Ratio0.491.09
    Treynor Ratio4.679.50
    10 Years
    Alpha (against Standard Index)N/A-0.87
    Beta (against Standard Index)N/A1.06
    Mean Annual ReturnN/A0.55
    R-squared (against Standard Index)N/A93.68
    Standard DeviationN/A10.58
    Sharpe RatioN/A0.49
    Treynor RatioN/A4.53