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Frost Dividend Value Equity A (FADVX)
On
Dec 21
:
8.30
0.07
(0.85%)
MORE ON FADVX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FADVX
Category
Alpha (against Standard Index)
5.08
-1.37
Beta (against Standard Index)
0.93
1.02
Mean Annual Return
-0.28
-0.45
R-squared (against Standard Index)
91
94.58
Standard Deviation
19.30
20.79
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.74
N/A
5 Years
Statistic
FADVX
Category
Alpha (against Standard Index)
4.90
-0.29
Beta (against Standard Index)
0.91
1.01
Mean Annual Return
5.96
0.14
R-squared (against Standard Index)
90
93.49
Standard Deviation
15.48
16.81
Sharpe Ratio
0.26
N/A
Treynor Ratio
3.25
N/A
10 Years
Statistic
FADVX
Category
Alpha (against Standard Index)
N/A
2.74
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
81.33
Standard Deviation
N/A
15.97
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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