Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Thursday, January 7, 2010, 8:05PM ET - U.S. Markets Closed. Dow Up 0.31% Nasdaq Down 0.05%
Fifth Third International Eq B (FBIEX)On Jan 7: 7.70  Down 0.04 (0.52%)  
MORE ON FBIEX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):21.11%
Worst 1 Yr Total Return (2008):-45.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFBIEXCategory
Alpha (against Standard Index)-1.880.11
Beta (against Standard Index)1.031.02
Mean Annual Return-7.73-0.23
R-squared (against Standard Index)9795.97
Standard Deviation25.1324.84
Sharpe Ratio-0.28N/A
Treynor Ratio-9.67N/A
5 Years
StatisticFBIEXCategory
Alpha (against Standard Index)-2.370.08
Beta (against Standard Index)1.041.01
Mean Annual Return1.600.51
R-squared (against Standard Index)9795.66
Standard Deviation20.6820.38
Sharpe Ratio0.04N/A
Treynor Ratio-1.35N/A
10 Years
StatisticFBIEXCategory
Alpha (against Standard Index)-1.68-0.14
Beta (against Standard Index)0.961.01
Mean Annual Return0.230.28
R-squared (against Standard Index)9692.61
Standard Deviation17.7018.91
Sharpe Ratio-0.06N/A
Treynor Ratio-2.80N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center