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First American CO Tax-Free Y (FCOYX)
On
Dec 30
:
10.02
0.00
(0.00%)
MORE ON FCOYX
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Research Reports
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)
:
4.52%
Worst 1 Yr Total Return
(2008)
:
-8.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCOYX
Category
Alpha (against Standard Index)
-2.05
-2.38
Beta (against Standard Index)
1.16
1.19
Mean Annual Return
2.28
0.19
R-squared (against Standard Index)
86
87.14
Standard Deviation
7.51
7.96
Sharpe Ratio
0.04
N/A
Treynor Ratio
0.01
N/A
5 Years
Statistic
FCOYX
Category
Alpha (against Standard Index)
-1.36
-1.15
Beta (against Standard Index)
1.15
1.11
Mean Annual Return
3.27
0.30
R-squared (against Standard Index)
87
90.11
Standard Deviation
6.04
5.78
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.24
N/A
10 Years
Statistic
FCOYX
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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