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Pzena Small Cap Value Institutional (PZISX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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14.07-0.26 (-1.81%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★★★★
Number of years up5
Number of years down2
Best 1-yr total return (4 Jul 2024)28.42%
Worst 1-yr total return (4 Jul 2024)N/A

Risk statistics

3 years
PZISXCategory average
5 years
PZISXCategory average
10 years
PZISXCategory average
Alpha
-2.19-0.12
-5.52-0.08
N/A-0.07
BETA
1.120.01
1.340.01
N/A0.01
Mean annual return
0.830.01
1.230.01
N/A0.01
R-squared
61.180.78
65.570.72
N/A0.73
Standard deviation
25.570.28
29.950.23
N/A0.2
Sharpe ratio
0.260
0.420.01
N/A0.01
Treynor ratio
3.20.06
6.270.09
N/A0.08