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First American High Income Bond R (FANSX)
On
Dec 21
:
8.50
0.01
(0.12%)
MORE ON FANSX
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Risk
As of 30-Nov-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
(2006)
:
10.38%
Worst 1 Yr Total Return
(2008)
:
-29.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FANSX
Category
Alpha (against Standard Index)
-3.85
-3.31
Beta (against Standard Index)
1.55
1.15
Mean Annual Return
3.27
0.30
R-squared (against Standard Index)
14
10.85
Standard Deviation
16.93
15.35
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.64
N/A
5 Years
Statistic
FANSX
Category
Alpha (against Standard Index)
-0.77
-0.58
Beta (against Standard Index)
1.29
0.95
Mean Annual Return
4.56
0.39
R-squared (against Standard Index)
12
9.33
Standard Deviation
13.32
12.17
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.22
N/A
10 Years
Statistic
FANSX
Category
Alpha (against Standard Index)
N/A
0.41
Beta (against Standard Index)
N/A
0.52
Mean Annual Return
N/A
0.42
R-squared (against Standard Index)
N/A
3.87
Standard Deviation
N/A
10.75
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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