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American Independence Intl Bond Instl (FFIFX)
On
Dec 30
:
7.02
0.01
(0.14%)
MORE ON FFIFX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
12.16%
Worst 1 Yr Total Return
(2005)
:
-9.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FFIFX
Category
Alpha (against Standard Index)
-2.62
-1.26
Beta (against Standard Index)
1.92
1.48
Mean Annual Return
7.07
0.58
R-squared (against Standard Index)
58
50.87
Standard Deviation
10.37
8.83
Sharpe Ratio
0.49
N/A
Treynor Ratio
2.51
N/A
5 Years
Statistic
FFIFX
Category
Alpha (against Standard Index)
-2.47
-1.05
Beta (against Standard Index)
1.65
1.29
Mean Annual Return
4.24
0.42
R-squared (against Standard Index)
45
44.83
Standard Deviation
8.94
7.36
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.76
N/A
10 Years
Statistic
FFIFX
Category
Alpha (against Standard Index)
-1.14
0.03
Beta (against Standard Index)
1.44
1.06
Mean Annual Return
6.51
0.55
R-squared (against Standard Index)
36
39.47
Standard Deviation
9.05
6.68
Sharpe Ratio
0.42
N/A
Treynor Ratio
2.48
N/A
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