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FBP Balanced (FBPBX)
On
Dec 4
:
14.75
0.06
(0.41%)
MORE ON FBPBX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
13.66%
Worst 1 Yr Total Return
(2008)
:
-30.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FBPBX
Category
Alpha (against Standard Index)
-5.24
-2.88
Beta (against Standard Index)
1.14
1.08
Mean Annual Return
-5.24
-0.13
R-squared (against Standard Index)
83
93.44
Standard Deviation
16.45
14.69
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-6.71
N/A
5 Years
Statistic
FBPBX
Category
Alpha (against Standard Index)
-3.46
-2.47
Beta (against Standard Index)
1.12
1.06
Mean Annual Return
1.06
0.23
R-squared (against Standard Index)
82
92.52
Standard Deviation
13.23
11.89
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-1.76
N/A
10 Years
Statistic
FBPBX
Category
Alpha (against Standard Index)
-1.90
-2.17
Beta (against Standard Index)
1.09
1.05
Mean Annual Return
2.72
0.26
R-squared (against Standard Index)
77
86.72
Standard Deviation
12.28
11.31
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.23
N/A
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