Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 1, 2009, 6:32AM ET - U.S. Markets open in 2 hours and 58 minutes.
Dow
0.34%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Tweedy, Browne Value (TWEBX)
On
Nov 30
:
17.61
0.05
(0.28%)
MORE ON TWEBX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.62%
Worst 1 Yr Total Return
(2008)
:
-24.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TWEBX
Category
Alpha (against Standard Index)
1.58
-1.05
Beta (against Standard Index)
0.77
1.02
Mean Annual Return
-3.19
-0.55
R-squared (against Standard Index)
88
94.27
Standard Deviation
15.97
20.65
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-7.28
N/A
5 Years
Statistic
TWEBX
Category
Alpha (against Standard Index)
0.39
0.04
Beta (against Standard Index)
0.76
1.02
Mean Annual Return
1.51
0.14
R-squared (against Standard Index)
88
93.13
Standard Deviation
12.95
16.85
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-1.98
N/A
10 Years
Statistic
TWEBX
Category
Alpha (against Standard Index)
2.11
2.54
Beta (against Standard Index)
0.63
0.88
Mean Annual Return
2.68
0.27
R-squared (against Standard Index)
67
80.76
Standard Deviation
12.39
15.89
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.46
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center