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    Frost Growth Equity Investor (FACEX)

    12.62 Down 0.51(3.88%) Jun 24

    Risk as of May 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up6
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):29.87%
    Worst 1 Yr Total Return(Dec 30, 2011):-0.52%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.58-0.75
    Beta (against Standard Index)1.031.04
    Mean Annual Return0.910.90
    R-squared (against Standard Index)87.9285.77
    Standard Deviation12.4312.73
    Sharpe Ratio0.870.85
    Treynor Ratio10.2610.09
    5 Years
    Alpha (against Standard Index)-2.58-2.12
    Beta (against Standard Index)1.061.07
    Mean Annual Return0.830.87
    R-squared (against Standard Index)89.8888.32
    Standard Deviation13.6513.87
    Sharpe Ratio0.720.76
    Treynor Ratio8.819.34
    10 Years
    Alpha (against Standard Index)-0.300.01
    Beta (against Standard Index)0.981.02
    Mean Annual Return0.660.71
    R-squared (against Standard Index)90.7688.37
    Standard Deviation15.6216.60
    Sharpe Ratio0.440.45
    Treynor Ratio6.016.26