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

Wednesday, December 2, 2009, 6:07PM ET - U.S. Markets Closed. Dow Down 0.18% Nasdaq Up 0.42%
Fifth Third Disciplined Lg Cp Val Instl (FEINX)On Dec 2: 9.56  Up 0.02 (0.21%)  
MORE ON FEINX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):21.03%
Worst 1 Yr Total Return (2008):-36.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFEINXCategory
Alpha (against Standard Index)-1.03-1.05
Beta (against Standard Index)1.041.02
Mean Annual Return-8.52-0.55
R-squared (against Standard Index)9794.27
Standard Deviation20.7120.65
Sharpe Ratio-0.44N/A
Treynor Ratio-10.49N/A
5 Years
StatisticFEINXCategory
Alpha (against Standard Index)0.000.04
Beta (against Standard Index)1.041.02
Mean Annual Return0.110.14
R-squared (against Standard Index)9593.13
Standard Deviation16.9316.85
Sharpe Ratio-0.08N/A
Treynor Ratio-2.81N/A
10 Years
StatisticFEINXCategory
Alpha (against Standard Index)2.392.54
Beta (against Standard Index)0.880.88
Mean Annual Return1.760.27
R-squared (against Standard Index)7680.76
Standard Deviation16.1415.89
Sharpe Ratio0.01N/A
Treynor Ratio-1.38N/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