• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.05% Nasdaq Down0.18%

    Vericimetry U.S. Small Cap Value (VYSVX)

    15.11 Down 0.05(0.33%) May 5

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up3
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):44.41%
    Worst 1 Yr Total Return(Dec 30, 2015):-5.61%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.58-5.26
    Beta (against Standard Index)1.031.02
    Mean Annual Return0.760.57
    R-squared (against Standard Index)66.8366.79
    Standard Deviation14.3314.30
    Sharpe Ratio0.630.49
    Treynor Ratio8.105.97
    5 Years
    Alpha (against Standard Index)N/A-5.83
    Beta (against Standard Index)N/A1.15
    Mean Annual ReturnN/A0.64
    R-squared (against Standard Index)N/A77.82
    Standard DeviationN/A15.97
    Sharpe RatioN/A0.48
    Treynor RatioN/A5.77
    10 Years
    Alpha (against Standard Index)N/A-2.11
    Beta (against Standard Index)N/A1.16
    Mean Annual ReturnN/A0.58
    R-squared (against Standard Index)N/A81.40
    Standard DeviationN/A19.72
    Sharpe RatioN/A0.31
    Treynor RatioN/A3.62