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First American International Y (FAICX)
On
Dec 9
:
11.46
0.03
(0.26%)
MORE ON FAICX
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Research Reports
Risk
As of 31-Oct-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
(2006)
:
21.67%
Worst 1 Yr Total Return
(2008)
:
-40.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FAICX
Category
Alpha (against Standard Index)
-0.88
-0.52
Beta (against Standard Index)
0.93
1.01
Mean Annual Return
-5.49
-0.25
R-squared (against Standard Index)
95
96.20
Standard Deviation
22.92
24.79
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-8.47
N/A
5 Years
Statistic
FAICX
Category
Alpha (against Standard Index)
-1.01
-0.43
Beta (against Standard Index)
0.94
1.01
Mean Annual Return
3.96
0.55
R-squared (against Standard Index)
95
95.85
Standard Deviation
19.03
20.52
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.00
N/A
10 Years
Statistic
FAICX
Category
Alpha (against Standard Index)
-1.14
-0.03
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
0.82
0.31
R-squared (against Standard Index)
91
92.22
Standard Deviation
18.43
19.09
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.21
N/A
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