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EquiTrust High-Grade Bond B (FBHBX)
On
Dec 28
:
10.23
0.02
(0.20%)
MORE ON FBHBX
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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
(2007)
:
3.85%
Worst 1 Yr Total Return
(2008)
:
-3.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FBHBX
Category
Alpha (against Standard Index)
-1.68
-1.73
Beta (against Standard Index)
0.88
1.02
Mean Annual Return
4.09
0.39
R-squared (against Standard Index)
63
59.65
Standard Deviation
4.42
5.93
Sharpe Ratio
0.41
N/A
Treynor Ratio
2.08
N/A
5 Years
Statistic
FBHBX
Category
Alpha (against Standard Index)
-1.35
-1.13
Beta (against Standard Index)
0.88
0.98
Mean Annual Return
3.78
0.35
R-squared (against Standard Index)
69
61.85
Standard Deviation
3.81
4.90
Sharpe Ratio
0.21
N/A
Treynor Ratio
0.89
N/A
10 Years
Statistic
FBHBX
Category
Alpha (against Standard Index)
-0.91
-0.67
Beta (against Standard Index)
0.88
0.96
Mean Annual Return
5.07
0.46
R-squared (against Standard Index)
74
70.95
Standard Deviation
3.85
4.48
Sharpe Ratio
0.55
N/A
Treynor Ratio
2.42
N/A
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