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Fifth Third Strategic Inc A (FFSAX)
On
Dec 16
:
9.66
0.02
(0.21%)
MORE ON FFSAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
8.00%
Worst 1 Yr Total Return
(2008)
:
-20.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FFSAX
Category
Alpha (against Standard Index)
-0.15
-0.95
Beta (against Standard Index)
0.85
0.74
Mean Annual Return
0.55
0.09
R-squared (against Standard Index)
51
87.00
Standard Deviation
15.76
10.61
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.02
N/A
5 Years
Statistic
FFSAX
Category
Alpha (against Standard Index)
-1.60
-1.38
Beta (against Standard Index)
0.80
0.71
Mean Annual Return
2.50
0.27
R-squared (against Standard Index)
48
85.46
Standard Deviation
12.33
8.33
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.61
N/A
10 Years
Statistic
FFSAX
Category
Alpha (against Standard Index)
2.26
-0.99
Beta (against Standard Index)
0.51
0.72
Mean Annual Return
6.11
0.31
R-squared (against Standard Index)
28
80.09
Standard Deviation
9.60
8.09
Sharpe Ratio
0.37
N/A
Treynor Ratio
6.19
N/A
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