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    FPA New Income (FPNIX)

    9.99 0.00(0.00%) Jul 26

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up44
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2001):12.33%
    Worst 1 Yr Total Return(Dec 30, 2015):0.15%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.240.74
    Beta (against Standard Index)0.190.10
    Mean Annual Return0.090.10
    R-squared (against Standard Index)41.4611.70
    Standard Deviation0.772.92
    Sharpe Ratio1.270.48
    Treynor Ratio5.236.54
    5 Years
    Alpha (against Standard Index)0.611.40
    Beta (against Standard Index)0.160.10
    Mean Annual Return0.110.15
    R-squared (against Standard Index)39.497.33
    Standard Deviation0.703.46
    Sharpe Ratio1.700.52
    Treynor Ratio7.530.81
    10 Years
    Alpha (against Standard Index)0.961.00
    Beta (against Standard Index)0.190.39
    Mean Annual Return0.220.30
    R-squared (against Standard Index)46.5711.66
    Standard Deviation0.986.21
    Sharpe Ratio1.950.48
    Treynor Ratio9.3744.22