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First American Large Cap Growth Opp B (FETBX)
On
Dec 8
:
23.57
0.20
(0.84%)
MORE ON FETBX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
16.41%
Worst 1 Yr Total Return
(2008)
:
-37.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FETBX
Category
Alpha (against Standard Index)
2.51
2.45
Beta (against Standard Index)
0.91
1.00
Mean Annual Return
-3.76
-0.24
R-squared (against Standard Index)
91
88.47
Standard Deviation
18.55
20.84
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-6.81
N/A
5 Years
Statistic
FETBX
Category
Alpha (against Standard Index)
-0.12
0.94
Beta (against Standard Index)
0.92
1.01
Mean Annual Return
0.42
0.21
R-squared (against Standard Index)
90
86.37
Standard Deviation
15.39
17.46
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.84
N/A
10 Years
Statistic
FETBX
Category
Alpha (against Standard Index)
-1.34
0.18
Beta (against Standard Index)
0.98
1.04
Mean Annual Return
-2.29
0.04
R-squared (against Standard Index)
90
78.62
Standard Deviation
16.60
19.22
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-5.38
N/A
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