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First American Interm-Term Bond A (FAIIX)
On
Dec 7
:
10.14
0.03
(0.30%)
MORE ON FAIIX
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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)
:
6.01%
Worst 1 Yr Total Return
(2008)
:
-7.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FAIIX
Category
Alpha (against Standard Index)
-0.16
-1.72
Beta (against Standard Index)
0.88
1.02
Mean Annual Return
5.57
0.39
R-squared (against Standard Index)
31
59.27
Standard Deviation
6.34
5.93
Sharpe Ratio
0.50
N/A
Treynor Ratio
3.59
N/A
5 Years
Statistic
FAIIX
Category
Alpha (against Standard Index)
-0.39
-1.05
Beta (against Standard Index)
0.86
0.98
Mean Annual Return
4.28
0.33
R-squared (against Standard Index)
37
61.87
Standard Deviation
5.11
4.88
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.46
N/A
10 Years
Statistic
FAIIX
Category
Alpha (against Standard Index)
-0.47
-0.65
Beta (against Standard Index)
0.86
0.96
Mean Annual Return
5.29
0.45
R-squared (against Standard Index)
55
71.12
Standard Deviation
4.35
4.47
Sharpe Ratio
0.53
N/A
Treynor Ratio
2.72
N/A
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