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Sunday, December 6, 2009, 11:04AM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

FBR Large Cap Financial (FBRFX)

On Dec 4: 13.10   0.22 (1.71%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 2 Number of Years Down: 3 Best 1 Yr Total Return (2006): 14.15% Worst 1 Yr Total Return (2008): -29.11% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic FBRFX Category Alpha (against Standard Index) 0.46 -5.47 Beta (against Standard Index) 0.84 1.27 Mean Annual Return -5.91 -1.07 R-squared (against Standard Index) 54 75.55 Standard Deviation 22.36 28.60 Sharpe Ratio -0.27 N/A Treynor Ratio -9.86 N/A 5 Years Statistic FBRFX Category Alpha (against Standard Index) -1.14 -4.25 Beta (against Standard Index) 0.82 1.25 Mean Annual Return -0.82 -0.25 R-squared (against Standard Index) 54 73.60 Standard Deviation 17.81 23.29 Sharpe Ratio -0.13 N/A Treynor Ratio -4.67 N/A 10 Years Statistic FBRFX Category Alpha (against Standard Index) 4.87 3.26 Beta (against Standard Index) 0.64 0.88 Mean Annual Return 4.56 0.33 R-squared (against Standard Index) 30 52.55 Standard Deviation 18.61 19.74 Sharpe Ratio 0.17 N/A Treynor Ratio 2.49 N/A
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