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Fifth Third Mid Cap Growth Inv B (FBMBX)
On
Dec 7
:
6.84
0.01
(0.15%)
MORE ON FBMBX
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Research Reports
Risk
As of 31-Oct-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
(2005)
:
10.22%
Worst 1 Yr Total Return
(2008)
:
-46.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FBMBX
Category
Alpha (against Standard Index)
-0.88
3.31
Beta (against Standard Index)
1.07
1.09
Mean Annual Return
-8.95
-0.23
R-squared (against Standard Index)
88
84.23
Standard Deviation
22.38
23.37
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-10.60
N/A
5 Years
Statistic
FBMBX
Category
Alpha (against Standard Index)
-0.23
2.25
Beta (against Standard Index)
1.11
1.13
Mean Annual Return
-0.67
0.31
R-squared (against Standard Index)
84
81.04
Standard Deviation
19.31
20.00
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.32
N/A
10 Years
Statistic
FBMBX
Category
Alpha (against Standard Index)
2.95
4.42
Beta (against Standard Index)
1.23
1.13
Mean Annual Return
0.12
0.37
R-squared (against Standard Index)
76
60.91
Standard Deviation
22.65
23.71
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.32
N/A
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