Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, January 7, 2010, 2:57AM ET - U.S. Markets open in 6 hours and 33 minutes.
Dow
0.02%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
First American Large Cap Value A (FASKX)
On
Jan 6
:
14.26
0.03
(0.21%)
MORE ON FASKX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-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)
:
18.32%
Worst 1 Yr Total Return
(2008)
:
-35.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FASKX
Category
Alpha (against Standard Index)
-2.33
-1.37
Beta (against Standard Index)
0.94
1.02
Mean Annual Return
-7.46
-0.45
R-squared (against Standard Index)
96
94.58
Standard Deviation
19.03
20.79
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-10.35
N/A
5 Years
Statistic
FASKX
Category
Alpha (against Standard Index)
-0.54
-0.29
Beta (against Standard Index)
0.95
1.01
Mean Annual Return
0.31
0.14
R-squared (against Standard Index)
95
93.49
Standard Deviation
15.57
16.81
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.83
N/A
10 Years
Statistic
FASKX
Category
Alpha (against Standard Index)
0.38
2.74
Beta (against Standard Index)
0.90
0.88
Mean Annual Return
0.11
0.31
R-squared (against Standard Index)
86
81.33
Standard Deviation
15.70
15.97
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.13
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center