Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Thursday, December 31, 2009, 8:30AM ET - U.S. Markets open in 1 hr.. Dow Up 0.03% Nasdaq  0.00%
First American CO Tax-Free Y (FCOYX)On Dec 30: 10.02   0.00 (0.00%)  
MORE ON FCOYX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get 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
StatisticFCOYXCategory
Alpha (against Standard Index)-2.05-2.38
Beta (against Standard Index)1.161.19
Mean Annual Return2.280.19
R-squared (against Standard Index)8687.14
Standard Deviation7.517.96
Sharpe Ratio0.04N/A
Treynor Ratio0.01N/A
5 Years
StatisticFCOYXCategory
Alpha (against Standard Index)-1.36-1.15
Beta (against Standard Index)1.151.11
Mean Annual Return3.270.30
R-squared (against Standard Index)8790.11
Standard Deviation6.045.78
Sharpe Ratio0.07N/A
Treynor Ratio0.24N/A
10 Years
StatisticFCOYXCategory
Alpha (against Standard Index)N/A-1.01
Beta (against Standard Index)N/A1.07
Mean Annual ReturnN/A0.40
R-squared (against Standard Index)N/A91.04
Standard DeviationN/A5.25
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center