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First American CA Tax-Free Y (FCAYX)
On
Dec 24
:
10.72
0.00
(0.00%)
MORE ON FCAYX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
5.01%
Worst 1 Yr Total Return
(2008)
:
-7.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCAYX
Category
Alpha (against Standard Index)
-1.60
-3.17
Beta (against Standard Index)
1.25
1.26
Mean Annual Return
2.91
0.14
R-squared (against Standard Index)
91
85.78
Standard Deviation
7.97
8.43
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.51
N/A
5 Years
Statistic
FCAYX
Category
Alpha (against Standard Index)
-1.02
-1.78
Beta (against Standard Index)
1.24
1.22
Mean Annual Return
3.75
0.26
R-squared (against Standard Index)
91
86.44
Standard Deviation
6.40
6.57
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.61
N/A
10 Years
Statistic
FCAYX
Category
Alpha (against Standard Index)
N/A
-1.52
Beta (against Standard Index)
N/A
1.18
Mean Annual Return
N/A
0.38
R-squared (against Standard Index)
N/A
87.22
Standard Deviation
N/A
6.01
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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