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Thursday, December 17, 2009, 3:01PM ET - U.S. Markets close in 59 mins.. Dow Down 0.96% Nasdaq Down 0.98%
First American Mid Cap Value B (FAESX)On Dec 16: 18.78  Up 0.09 (0.48%)  
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Risk  As of 30-Nov-09Get 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):21.81%
Worst 1 Yr Total Return (2008):-36.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFAESXCategory
Alpha (against Standard Index)-1.010.96
Beta (against Standard Index)1.041.15
Mean Annual Return-7.21-0.33
R-squared (against Standard Index)9389.96
Standard Deviation21.2324.07
Sharpe Ratio-0.35N/A
Treynor Ratio-9.17N/A
5 Years
StatisticFAESXCategory
Alpha (against Standard Index)0.561.28
Beta (against Standard Index)1.041.16
Mean Annual Return0.990.26
R-squared (against Standard Index)9288.97
Standard Deviation17.4819.80
Sharpe Ratio-0.02N/A
Treynor Ratio-1.92N/A
10 Years
StatisticFAESXCategory
Alpha (against Standard Index)6.117.57
Beta (against Standard Index)0.860.96
Mean Annual Return6.050.70
R-squared (against Standard Index)7672.92
Standard Deviation15.8818.20
Sharpe Ratio0.27N/A
Treynor Ratio3.66N/A

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