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Forward Small Cap Equity A (FFHAX)
On
Dec 24
:
14.74
0.06
(0.41%)
MORE ON FFHAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
9.39%
Worst 1 Yr Total Return
(2008)
:
-38.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FFHAX
Category
Alpha (against Standard Index)
-4.18
0.16
Beta (against Standard Index)
1.00
1.12
Mean Annual Return
-9.94
-0.38
R-squared (against Standard Index)
86
84.86
Standard Deviation
21.35
24.29
Sharpe Ratio
-0.49
N/A
Treynor Ratio
-12.26
N/A
5 Years
Statistic
FFHAX
Category
Alpha (against Standard Index)
-1.77
-0.01
Beta (against Standard Index)
1.06
1.17
Mean Annual Return
-1.62
0.16
R-squared (against Standard Index)
80
80.32
Standard Deviation
18.98
20.99
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.37
N/A
10 Years
Statistic
FFHAX
Category
Alpha (against Standard Index)
6.10
4.06
Beta (against Standard Index)
1.01
1.16
Mean Annual Return
4.89
0.37
R-squared (against Standard Index)
65
57.27
Standard Deviation
20.22
25.21
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.95
N/A
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