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 Dow Up0.17% Nasdaq Up0.44%

Frost Growth Equity A (FACEX)

14.47 Up 0.05(0.35%) Jul 11

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up4
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)-4.64-3.03
Beta (against Standard Index)1.101.09
Mean Annual Return1.101.10
R-squared (against Standard Index)89.5988.17
Standard Deviation14.3014.37
Sharpe Ratio0.920.92
Treynor Ratio11.6511.93
5 Years
Alpha (against Standard Index)-3.84-1.98
Beta (against Standard Index)1.081.06
Mean Annual Return1.321.42
R-squared (against Standard Index)92.2090.04
Standard Deviation15.0715.05
Sharpe Ratio1.051.13
Treynor Ratio14.5516.12
10 Years
Alpha (against Standard Index)-0.21-0.07
Beta (against Standard Index)0.971.04
Mean Annual Return0.680.73
R-squared (against Standard Index)90.8687.47
Standard Deviation14.9716.31
Sharpe Ratio0.440.44
Treynor Ratio5.885.90