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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-09Get 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
StatisticFEFPXCategory
Alpha (against Standard Index)-38.471.01
Beta (against Standard Index)1.231.19
Mean Annual Return-41.97-0.48
R-squared (against Standard Index)3787.23
Standard Deviation39.6024.84
Sharpe Ratio-1.21N/A
Treynor Ratio-36.00N/A
5 Years
StatisticFEFPXCategory
Alpha (against Standard Index)-31.551.42
Beta (against Standard Index)1.311.21
Mean Annual Return-31.160.23
R-squared (against Standard Index)3284.16
Standard Deviation36.3021.07
Sharpe Ratio-0.92N/A
Treynor Ratio-26.21N/A
10 Years
StatisticFEFPXCategory
Alpha (against Standard Index)-30.837.80
Beta (against Standard Index)1.361.01
Mean Annual Return-35.030.68
R-squared (against Standard Index)2164.84
Standard Deviation47.6420.31
Sharpe Ratio-0.72N/A
Treynor Ratio-28.04N/A

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