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Frost Municipal Bond A (FAUMX)
On
Dec 18
:
10.44
0.00
(0.00%)
MORE ON FAUMX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FAUMX
Category
Alpha (against Standard Index)
0.88
-0.30
Beta (against Standard Index)
0.67
0.86
Mean Annual Return
4.48
0.31
R-squared (against Standard Index)
86
90.72
Standard Deviation
4.30
5.41
Sharpe Ratio
0.51
N/A
Treynor Ratio
3.30
N/A
5 Years
Statistic
FAUMX
Category
Alpha (against Standard Index)
-0.10
-0.69
Beta (against Standard Index)
0.70
0.86
Mean Annual Return
3.95
0.30
R-squared (against Standard Index)
86
91.00
Standard Deviation
3.62
4.39
Sharpe Ratio
0.27
N/A
Treynor Ratio
1.39
N/A
10 Years
Statistic
FAUMX
Category
Alpha (against Standard Index)
N/A
-0.71
Beta (against Standard Index)
N/A
0.89
Mean Annual Return
N/A
0.38
R-squared (against Standard Index)
N/A
92.35
Standard Deviation
N/A
4.29
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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