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FAM Value Inv (FAMVX)
On
Dec 1
:
38.21
0.31
(0.82%)
MORE ON FAMVX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
16.86%
Worst 1 Yr Total Return
(2008)
:
-28.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FAMVX
Category
Alpha (against Standard Index)
-0.15
2.78
Beta (against Standard Index)
0.90
1.14
Mean Annual Return
-6.23
-0.31
R-squared (against Standard Index)
88
88.48
Standard Deviation
18.64
23.83
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-9.65
N/A
5 Years
Statistic
FAMVX
Category
Alpha (against Standard Index)
-0.64
2.11
Beta (against Standard Index)
0.90
1.17
Mean Annual Return
-0.08
0.29
R-squared (against Standard Index)
86
86.78
Standard Deviation
15.44
20.06
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.45
N/A
10 Years
Statistic
FAMVX
Category
Alpha (against Standard Index)
5.41
6.25
Beta (against Standard Index)
0.69
1.05
Mean Annual Return
5.70
0.54
R-squared (against Standard Index)
60
72.80
Standard Deviation
14.25
19.97
Sharpe Ratio
0.26
N/A
Treynor Ratio
3.97
N/A
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