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First American Mid Cap Value C (FACSX)
On
Dec 21
:
19.31
0.21
(1.10%)
MORE ON FACSX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
21.83%
Worst 1 Yr Total Return
(2008)
:
-36.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FACSX
Category
Alpha (against Standard Index)
-1.04
0.96
Beta (against Standard Index)
1.03
1.15
Mean Annual Return
-7.23
-0.33
R-squared (against Standard Index)
93
89.96
Standard Deviation
21.23
24.07
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-9.19
N/A
5 Years
Statistic
FACSX
Category
Alpha (against Standard Index)
0.55
1.28
Beta (against Standard Index)
1.04
1.16
Mean Annual Return
0.98
0.26
R-squared (against Standard Index)
92
88.97
Standard Deviation
17.48
19.80
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.93
N/A
10 Years
Statistic
FACSX
Category
Alpha (against Standard Index)
6.10
7.57
Beta (against Standard Index)
0.86
0.96
Mean Annual Return
6.05
0.70
R-squared (against Standard Index)
76
72.92
Standard Deviation
15.88
18.20
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.65
N/A
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