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FBP Value (FBPEX)
On
Dec 3
:
17.88
0.18
(1.00%)
MORE ON FBPEX
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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)
:
17.67%
Worst 1 Yr Total Return
(2008)
:
-42.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FBPEX
Category
Alpha (against Standard Index)
-1.81
-1.05
Beta (against Standard Index)
1.19
1.02
Mean Annual Return
-11.02
-0.55
R-squared (against Standard Index)
90
94.27
Standard Deviation
24.52
20.65
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-11.28
N/A
5 Years
Statistic
FBPEX
Category
Alpha (against Standard Index)
-0.75
0.04
Beta (against Standard Index)
1.17
1.02
Mean Annual Return
-1.31
0.14
R-squared (against Standard Index)
90
93.13
Standard Deviation
19.68
16.85
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.70
N/A
10 Years
Statistic
FBPEX
Category
Alpha (against Standard Index)
2.31
2.54
Beta (against Standard Index)
1.02
0.88
Mean Annual Return
0.97
0.27
R-squared (against Standard Index)
82
80.76
Standard Deviation
18.09
15.89
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.97
N/A
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