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First American Core Bond A (FAFIX)
On
Dec 4
:
10.92
0.02
(0.18%)
MORE ON FAFIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.80%
Worst 1 Yr Total Return
(2008)
:
-10.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FAFIX
Category
Alpha (against Standard Index)
-0.84
-1.72
Beta (against Standard Index)
0.99
1.02
Mean Annual Return
5.18
0.39
R-squared (against Standard Index)
25
59.27
Standard Deviation
8.08
5.93
Sharpe Ratio
0.37
N/A
Treynor Ratio
2.79
N/A
5 Years
Statistic
FAFIX
Category
Alpha (against Standard Index)
-0.59
-1.05
Beta (against Standard Index)
0.98
0.98
Mean Annual Return
4.25
0.33
R-squared (against Standard Index)
30
61.87
Standard Deviation
6.47
4.88
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.25
N/A
10 Years
Statistic
FAFIX
Category
Alpha (against Standard Index)
-0.76
-0.65
Beta (against Standard Index)
0.99
0.96
Mean Annual Return
5.38
0.45
R-squared (against Standard Index)
48
71.12
Standard Deviation
5.35
4.47
Sharpe Ratio
0.46
N/A
Treynor Ratio
2.44
N/A
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