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FBP Value (FBPEX)
On
Feb 9
:
17.79
0.23
(1.31%)
MORE ON FBPEX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2009)
:
36.09%
Worst 1 Yr Total Return
(2008)
:
-42.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FBPEX
Category
Alpha (against Standard Index)
-1.54
-1.25
Beta (against Standard Index)
1.18
1.01
Mean Annual Return
-10.80
-0.57
R-squared (against Standard Index)
90
94.65
Standard Deviation
24.69
20.74
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.88
N/A
5 Years
Statistic
FBPEX
Category
Alpha (against Standard Index)
-1.27
-0.23
Beta (against Standard Index)
1.15
1.01
Mean Annual Return
-1.92
0.11
R-squared (against Standard Index)
89
93.42
Standard Deviation
19.59
16.80
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.19
N/A
10 Years
Statistic
FBPEX
Category
Alpha (against Standard Index)
2.96
3.13
Beta (against Standard Index)
1.01
0.89
Mean Annual Return
1.81
0.32
R-squared (against Standard Index)
82
82.22
Standard Deviation
17.98
15.87
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.01
N/A
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