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Wednesday, December 23, 2009, 9:36PM ET - U.S. Markets Closed.
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EquiTrust Blue Chip B (FBBLX)
On
Dec 23
:
36.75
0.01
(0.03%)
MORE ON FBBLX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.91%
Worst 1 Yr Total Return
(2008)
:
-31.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FBBLX
Category
Alpha (against Standard Index)
-0.70
0.06
Beta (against Standard Index)
0.86
1.00
Mean Annual Return
-5.17
-0.33
R-squared (against Standard Index)
96
95.82
Standard Deviation
17.40
20.42
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-8.67
N/A
5 Years
Statistic
FBBLX
Category
Alpha (against Standard Index)
-0.89
0.04
Beta (against Standard Index)
0.86
1.01
Mean Annual Return
0.25
0.17
R-squared (against Standard Index)
95
95.19
Standard Deviation
14.13
16.64
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.19
N/A
10 Years
Statistic
FBBLX
Category
Alpha (against Standard Index)
-1.61
0.81
Beta (against Standard Index)
0.88
0.96
Mean Annual Return
-1.67
0.14
R-squared (against Standard Index)
95
91.13
Standard Deviation
14.65
16.39
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-5.22
N/A
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