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First American Core Bond Y (FFIIX)
On
Dec 4
:
10.92
0.02
(0.18%)
MORE ON FFIIX
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Risk
As of 31-Oct-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
(2007)
:
6.16%
Worst 1 Yr Total Return
(2008)
:
-10.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FFIIX
Category
Alpha (against Standard Index)
-0.62
-1.72
Beta (against Standard Index)
0.99
1.02
Mean Annual Return
5.41
0.39
R-squared (against Standard Index)
25
59.27
Standard Deviation
8.01
5.93
Sharpe Ratio
0.40
N/A
Treynor Ratio
3.02
N/A
5 Years
Statistic
FFIIX
Category
Alpha (against Standard Index)
-0.36
-1.05
Beta (against Standard Index)
0.98
0.98
Mean Annual Return
4.49
0.33
R-squared (against Standard Index)
31
61.87
Standard Deviation
6.42
4.88
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.50
N/A
10 Years
Statistic
FFIIX
Category
Alpha (against Standard Index)
-0.53
-0.65
Beta (against Standard Index)
0.99
0.96
Mean Annual Return
5.63
0.45
R-squared (against Standard Index)
49
71.12
Standard Deviation
5.33
4.47
Sharpe Ratio
0.50
N/A
Treynor Ratio
2.70
N/A
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