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Fifth Third Disciplined Lg Cp Val Instl (FEINX)
On
Dec 2
:
9.56
0.02
(0.21%)
MORE ON FEINX
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Research Reports
Risk
As of 31-Oct-09
Get
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
Statistic
FEINX
Category
Alpha (against Standard Index)
-1.03
-1.05
Beta (against Standard Index)
1.04
1.02
Mean Annual Return
-8.52
-0.55
R-squared (against Standard Index)
97
94.27
Standard Deviation
20.71
20.65
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-10.49
N/A
5 Years
Statistic
FEINX
Category
Alpha (against Standard Index)
0.00
0.04
Beta (against Standard Index)
1.04
1.02
Mean Annual Return
0.11
0.14
R-squared (against Standard Index)
95
93.13
Standard Deviation
16.93
16.85
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.81
N/A
10 Years
Statistic
FEINX
Category
Alpha (against Standard Index)
2.39
2.54
Beta (against Standard Index)
0.88
0.88
Mean Annual Return
1.76
0.27
R-squared (against Standard Index)
76
80.76
Standard Deviation
16.14
15.89
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.38
N/A
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