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Yacktman Focused (YAFFX)
On
Nov 27
:
15.74
0.23
(1.44%)
MORE ON YAFFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
16.13%
Worst 1 Yr Total Return
(2008)
:
-23.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
YAFFX
Category
Alpha (against Standard Index)
15.95
-1.05
Beta (against Standard Index)
1.11
1.02
Mean Annual Return
7.31
-0.55
R-squared (against Standard Index)
80
94.27
Standard Deviation
24.00
20.65
Sharpe Ratio
0.31
N/A
Treynor Ratio
4.43
N/A
5 Years
Statistic
YAFFX
Category
Alpha (against Standard Index)
8.76
0.04
Beta (against Standard Index)
1.06
1.02
Mean Annual Return
8.90
0.14
R-squared (against Standard Index)
77
93.13
Standard Deviation
19.09
16.85
Sharpe Ratio
0.38
N/A
Treynor Ratio
5.56
N/A
10 Years
Statistic
YAFFX
Category
Alpha (against Standard Index)
11.98
2.54
Beta (against Standard Index)
0.88
0.88
Mean Annual Return
11.69
0.27
R-squared (against Standard Index)
64
80.76
Standard Deviation
17.74
15.89
Sharpe Ratio
0.55
N/A
Treynor Ratio
9.88
N/A
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