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Frontier MicroCap (FEFPX)
On
Nov 30
:
0.04
0.00
(0.00%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
0
Number of Years Down:
5
Best 1 Yr Total Return
(2006)
:
-2.22%
Worst 1 Yr Total Return
(2008)
:
-73.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FEFPX
Category
Alpha (against Standard Index)
-38.47
1.01
Beta (against Standard Index)
1.23
1.19
Mean Annual Return
-41.97
-0.48
R-squared (against Standard Index)
37
87.23
Standard Deviation
39.60
24.84
Sharpe Ratio
-1.21
N/A
Treynor Ratio
-36.00
N/A
5 Years
Statistic
FEFPX
Category
Alpha (against Standard Index)
-31.55
1.42
Beta (against Standard Index)
1.31
1.21
Mean Annual Return
-31.16
0.23
R-squared (against Standard Index)
32
84.16
Standard Deviation
36.30
21.07
Sharpe Ratio
-0.92
N/A
Treynor Ratio
-26.21
N/A
10 Years
Statistic
FEFPX
Category
Alpha (against Standard Index)
-30.83
7.80
Beta (against Standard Index)
1.36
1.01
Mean Annual Return
-35.03
0.68
R-squared (against Standard Index)
21
64.84
Standard Deviation
47.64
20.31
Sharpe Ratio
-0.72
N/A
Treynor Ratio
-28.04
N/A
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