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Wednesday, January 6, 2010, 11:22PM ET - U.S. Markets Closed.
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First American AZ Tax-Free C (FCAZX)
On
Jan 6
:
10.69
0.00
(0.00%)
MORE ON FCAZX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
4.90%
Worst 1 Yr Total Return
(2008)
:
-8.36%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCAZX
Category
Alpha (against Standard Index)
-1.78
-2.38
Beta (against Standard Index)
1.19
1.19
Mean Annual Return
2.62
0.19
R-squared (against Standard Index)
92
87.14
Standard Deviation
7.43
7.96
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.30
N/A
5 Years
Statistic
FCAZX
Category
Alpha (against Standard Index)
-1.46
-1.15
Beta (against Standard Index)
1.18
1.11
Mean Annual Return
3.22
0.30
R-squared (against Standard Index)
93
90.11
Standard Deviation
5.99
5.78
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.19
N/A
10 Years
Statistic
FCAZX
Category
Alpha (against Standard Index)
N/A
-1.01
Beta (against Standard Index)
N/A
1.07
Mean Annual Return
N/A
0.40
R-squared (against Standard Index)
N/A
91.04
Standard Deviation
N/A
5.25
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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