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    USAA Precious Metals and Minerals (USAGX)

    10.93 Up 0.25(2.34%) Feb 12

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up15
    Number of Years Down15
    Best 1 Yr Total Return(Dec 30, 2003):71.43%
    Worst 1 Yr Total Return(Dec 30, 2013):-51.32%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticUSAGXCategory
    Alpha (against Standard Index)-29.16-27.19
    Beta (against Standard Index)0.470.43
    Mean Annual Return-2.25-2.10
    R-squared (against Standard Index)2.202.23
    Standard Deviation36.2934.18
    Sharpe Ratio-0.75-0.74
    Treynor Ratio-60.99-65.67
    5 Years
    StatisticUSAGXCategory
    Alpha (against Standard Index)-23.87-22.58
    Beta (against Standard Index)0.610.66
    Mean Annual Return-1.72-1.59
    R-squared (against Standard Index)6.178.08
    Standard Deviation33.0631.90
    Sharpe Ratio-0.63-0.60
    Treynor Ratio-37.94-33.48
    10 Years
    StatisticUSAGXCategory
    Alpha (against Standard Index)-2.00-4.24
    Beta (against Standard Index)0.830.85
    Mean Annual Return0.200.01
    R-squared (against Standard Index)14.5016.90
    Standard Deviation37.0835.42
    Sharpe Ratio0.03-0.03
    Treynor Ratio-6.83-8.48