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Frost Growth Equity A (FACEX)

14.93 Up 0.05(0.34%) Aug 20

Risk as of Jul 30, 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)-4.28-3.54
Beta (against Standard Index)1.101.10
Mean Annual Return1.151.21
R-squared (against Standard Index)88.8488.42
Standard Deviation14.2614.30
Sharpe Ratio0.961.02
Treynor Ratio12.2513.11
5 Years
Alpha (against Standard Index)-3.04-1.86
Beta (against Standard Index)1.081.07
Mean Annual Return1.241.31
R-squared (against Standard Index)91.7889.97
Standard Deviation14.9214.83
Sharpe Ratio0.991.06
Treynor Ratio13.4114.66
10 Years
Alpha (against Standard Index)0.080.22
Beta (against Standard Index)0.971.03
Mean Annual Return0.720.77
R-squared (against Standard Index)90.6087.52
Standard Deviation14.9016.20
Sharpe Ratio0.470.47
Treynor Ratio6.426.46