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First American Large Cap Value C (FALVX)
On
Dec 1
:
13.67
0.15
(1.11%)
MORE ON FALVX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
17.43%
Worst 1 Yr Total Return
(2008)
:
-36.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FALVX
Category
Alpha (against Standard Index)
-3.23
-1.05
Beta (against Standard Index)
0.94
1.02
Mean Annual Return
-9.41
-0.55
R-squared (against Standard Index)
96
94.27
Standard Deviation
18.73
20.65
Sharpe Ratio
-0.56
N/A
Treynor Ratio
-12.58
N/A
5 Years
Statistic
FALVX
Category
Alpha (against Standard Index)
-1.06
0.04
Beta (against Standard Index)
0.95
1.02
Mean Annual Return
-0.58
0.14
R-squared (against Standard Index)
95
93.13
Standard Deviation
15.53
16.85
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-3.79
N/A
10 Years
Statistic
FALVX
Category
Alpha (against Standard Index)
-0.72
2.54
Beta (against Standard Index)
0.90
0.88
Mean Annual Return
-1.31
0.27
R-squared (against Standard Index)
85
80.76
Standard Deviation
15.60
15.89
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-4.78
N/A
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