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First American MN Interm T/F A (FAMAX)
On
Dec 9
:
10.07
0.01
(0.10%)
MORE ON FAMAX
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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)
:
3.93%
Worst 1 Yr Total Return
(2008)
:
-2.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FAMAX
Category
Alpha (against Standard Index)
-0.04
-0.81
Beta (against Standard Index)
0.82
0.94
Mean Annual Return
3.82
0.28
R-squared (against Standard Index)
89
91.60
Standard Deviation
5.18
5.95
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.73
N/A
5 Years
Statistic
FAMAX
Category
Alpha (against Standard Index)
-0.48
-0.62
Beta (against Standard Index)
0.82
0.94
Mean Annual Return
3.47
0.29
R-squared (against Standard Index)
89
91.64
Standard Deviation
4.25
4.84
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.54
N/A
10 Years
Statistic
FAMAX
Category
Alpha (against Standard Index)
-0.56
-0.63
Beta (against Standard Index)
0.83
0.93
Mean Annual Return
4.62
0.40
R-squared (against Standard Index)
92
91.42
Standard Deviation
4.00
4.52
Sharpe Ratio
0.41
N/A
Treynor Ratio
1.99
N/A
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