| Penn Avenue Event-Driven Inv (PAEDX)MUTUAL FUND:SMALL VALUE start from 2006-08-29 | More Details From Yahoo! |
Performance
| 2006 | 2007 | 2008 | 2009 | 2010 | |
|---|---|---|---|---|---|
| Alpha(%) | -0.077 | -0.038 | -0.077 | 0.076 | 0.025 |
| Beta(%) | 48.964 | 27.268 | 27.953 | 24.093 | 11.438 |
| AR(%) | -1.933 | -5.762 | -25.744 | 27.844 | 4.746 |
| RSquared(%) | 5.265 | 25.395 | 54.211 | 22.71 | 19.904 |
| Sharpe Ratio(%) | -57.186 | -103.059 | -179.035 | 201.858 | 118.928 |
| Standard Deviation(%) | 15.802 | 8.651 | 15.547 | 13.747 | 6.879 |
| Treynor Ratio(%) | -18.455 | -32.695 | -99.576 | 115.175 | 71.527 |
| Draw Down(%) | 8.72 | 11.969 | 30.33 | 9.187 | 4.199 |
| Return(%) | -1.933 | -5.762 | -25.744 | 27.844 | 4.746 |