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Fifth Third Total Return Bond C (FCBDX)
On
Dec 24
:
8.73
0.02
(0.23%)
MORE ON FCBDX
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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
(2007)
:
3.29%
Worst 1 Yr Total Return
(2008)
:
-13.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCBDX
Category
Alpha (against Standard Index)
-3.81
-1.73
Beta (against Standard Index)
0.50
1.02
Mean Annual Return
0.33
0.39
R-squared (against Standard Index)
15
59.65
Standard Deviation
5.21
5.93
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-3.87
N/A
5 Years
Statistic
FCBDX
Category
Alpha (against Standard Index)
-3.03
-1.13
Beta (against Standard Index)
0.59
0.98
Mean Annual Return
1.29
0.35
R-squared (against Standard Index)
24
61.85
Standard Deviation
4.37
4.90
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-2.90
N/A
10 Years
Statistic
FCBDX
Category
Alpha (against Standard Index)
-2.38
-0.67
Beta (against Standard Index)
0.88
0.96
Mean Annual Return
3.48
0.46
R-squared (against Standard Index)
55
70.95
Standard Deviation
4.50
4.48
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.64
N/A
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