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    Infrastructure Retail (FLRUX)

    21.33 Down 0.01(0.05%) Oct 20

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up16
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):30.63%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.63%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.342.60
    Beta (against Standard Index)0.840.76
    Mean Annual Return0.510.58
    R-squared (against Standard Index)63.9862.67
    Standard Deviation11.8410.90
    Sharpe Ratio0.510.65
    Treynor Ratio6.529.31
    5 Years
    Alpha (against Standard Index)2.363.14
    Beta (against Standard Index)0.760.77
    Mean Annual Return0.890.96
    R-squared (against Standard Index)63.3764.59
    Standard Deviation11.7011.65
    Sharpe Ratio0.901.01
    Treynor Ratio13.6315.89
    10 Years
    Alpha (against Standard Index)2.452.66
    Beta (against Standard Index)0.810.73
    Mean Annual Return0.600.59
    R-squared (against Standard Index)78.9473.73
    Standard Deviation15.4814.49
    Sharpe Ratio0.410.43
    Treynor Ratio6.627.35