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First American Equity Income R (FEISX)
On
Dec 1
:
11.55
0.16
(1.40%)
MORE ON FEISX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
19.27%
Worst 1 Yr Total Return
(2008)
:
-32.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FEISX
Category
Alpha (against Standard Index)
0.74
-1.05
Beta (against Standard Index)
0.90
1.02
Mean Annual Return
-5.22
-0.55
R-squared (against Standard Index)
98
94.27
Standard Deviation
17.71
20.65
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-8.53
N/A
5 Years
Statistic
FEISX
Category
Alpha (against Standard Index)
0.93
0.04
Beta (against Standard Index)
0.90
1.02
Mean Annual Return
1.65
0.14
R-squared (against Standard Index)
97
93.13
Standard Deviation
14.51
16.85
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.53
N/A
10 Years
Statistic
FEISX
Category
Alpha (against Standard Index)
1.95
2.54
Beta (against Standard Index)
0.77
0.88
Mean Annual Return
1.93
0.27
R-squared (against Standard Index)
81
80.76
Standard Deviation
13.85
15.89
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.34
N/A
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