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FBR Large Cap Financial (FBRFX)
On
Dec 4
:
13.10
0.22
(1.71%)
MORE ON FBRFX
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Research Reports
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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