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EquiTrust Strategic Yield B (FBYBX)
On
Dec 23
:
8.85
0.01
(0.11%)
MORE ON FBYBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
8.37%
Worst 1 Yr Total Return
(2008)
:
-14.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FBYBX
Category
Alpha (against Standard Index)
-3.45
-2.69
Beta (against Standard Index)
0.91
1.20
Mean Annual Return
2.20
0.37
R-squared (against Standard Index)
22
27.56
Standard Deviation
7.92
10.24
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.07
N/A
5 Years
Statistic
FBYBX
Category
Alpha (against Standard Index)
-1.70
-0.62
Beta (against Standard Index)
0.86
1.10
Mean Annual Return
3.22
0.42
R-squared (against Standard Index)
24
26.62
Standard Deviation
6.34
8.38
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.27
N/A
10 Years
Statistic
FBYBX
Category
Alpha (against Standard Index)
-0.22
0.51
Beta (against Standard Index)
0.75
0.88
Mean Annual Return
5.24
0.54
R-squared (against Standard Index)
28
22.71
Standard Deviation
5.29
7.37
Sharpe Ratio
0.44
N/A
Treynor Ratio
3.08
N/A
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