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First American Total Return Bond R (FABSX)
On
Dec 24
:
10.16
0.01
(0.10%)
MORE ON FABSX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.70%
Worst 1 Yr Total Return
(2008)
:
-15.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FABSX
Category
Alpha (against Standard Index)
-1.28
-1.73
Beta (against Standard Index)
1.38
1.02
Mean Annual Return
6.03
0.39
R-squared (against Standard Index)
22
59.65
Standard Deviation
12.00
5.93
Sharpe Ratio
0.36
N/A
Treynor Ratio
2.72
N/A
5 Years
Statistic
FABSX
Category
Alpha (against Standard Index)
-0.71
-1.13
Beta (against Standard Index)
1.28
0.98
Mean Annual Return
5.09
0.35
R-squared (against Standard Index)
24
61.85
Standard Deviation
9.43
4.90
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.64
N/A
10 Years
Statistic
FABSX
Category
Alpha (against Standard Index)
N/A
-0.67
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.46
R-squared (against Standard Index)
N/A
70.95
Standard Deviation
N/A
4.48
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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