Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Wednesday, December 9, 2009, 5:05AM ET - U.S. Markets open in 4 hours and 25 minutes.
Dow
1.00%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
First American CO Tax-Free C (FCCOX)
On
Dec 8
:
10.11
0.01
(0.10%)
MORE ON FCCOX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-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)
:
3.79%
Worst 1 Yr Total Return
(2008)
:
-9.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCCOX
Category
Alpha (against Standard Index)
-2.74
-2.20
Beta (against Standard Index)
1.16
1.19
Mean Annual Return
1.56
0.20
R-squared (against Standard Index)
86
87.28
Standard Deviation
7.53
7.96
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-0.74
N/A
5 Years
Statistic
FCCOX
Category
Alpha (against Standard Index)
-1.99
-1.03
Beta (against Standard Index)
1.15
1.11
Mean Annual Return
2.23
0.28
R-squared (against Standard Index)
87
90.28
Standard Deviation
6.07
5.80
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-0.70
N/A
10 Years
Statistic
FCCOX
Category
Alpha (against Standard Index)
N/A
-0.99
Beta (against Standard Index)
N/A
1.07
Mean Annual Return
N/A
0.40
R-squared (against Standard Index)
N/A
91.11
Standard Deviation
N/A
5.25
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center