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First American CO Tax-Free A (FCOAX)
On
Dec 7
:
10.12
0.00
(0.00%)
MORE ON FCOAX
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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)
:
4.27%
Worst 1 Yr Total Return
(2008)
:
-8.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCOAX
Category
Alpha (against Standard Index)
-2.35
-2.20
Beta (against Standard Index)
1.16
1.19
Mean Annual Return
1.96
0.20
R-squared (against Standard Index)
86
87.28
Standard Deviation
7.54
7.96
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.39
N/A
5 Years
Statistic
FCOAX
Category
Alpha (against Standard Index)
-1.59
-1.03
Beta (against Standard Index)
1.15
1.11
Mean Annual Return
2.63
0.28
R-squared (against Standard Index)
87
90.28
Standard Deviation
6.08
5.80
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.34
N/A
10 Years
Statistic
FCOAX
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
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