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First American Large Cap Value R (FAVSX)On Dec 30: 14.00   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get 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):17.97%
Worst 1 Yr Total Return (2008):-35.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFAVSXCategory
Alpha (against Standard Index)-2.61-1.37
Beta (against Standard Index)0.941.02
Mean Annual Return-7.71-0.45
R-squared (against Standard Index)9694.58
Standard Deviation19.0220.79
Sharpe Ratio-0.44N/A
Treynor Ratio-10.62N/A
5 Years
StatisticFAVSXCategory
Alpha (against Standard Index)-0.80-0.29
Beta (against Standard Index)0.951.01
Mean Annual Return0.040.14
R-squared (against Standard Index)9593.49
Standard Deviation15.5716.81
Sharpe Ratio-0.11N/A
Treynor Ratio-3.12N/A
10 Years
StatisticFAVSXCategory
Alpha (against Standard Index)0.192.74
Beta (against Standard Index)0.900.88
Mean Annual Return-0.080.31
R-squared (against Standard Index)8681.33
Standard Deviation15.7115.97
Sharpe Ratio-0.11N/A
Treynor Ratio-3.35N/A

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