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Fifth Third Strategic Inc B (FFSBX)

On Dec 18: 9.65   0.00 (0.00%)

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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): 7.20% Worst 1 Yr Total Return (2008): -21.48% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic FFSBX Category Alpha (against Standard Index) -0.89 -0.95 Beta (against Standard Index) 0.86 0.74 Mean Annual Return -0.16 0.09 R-squared (against Standard Index) 53 87.00 Standard Deviation 15.50 10.61 Sharpe Ratio -0.08 N/A Treynor Ratio -2.83 N/A 5 Years Statistic FFSBX Category Alpha (against Standard Index) -2.36 -1.38 Beta (against Standard Index) 0.81 0.71 Mean Annual Return 1.76 0.27 R-squared (against Standard Index) 51 85.46 Standard Deviation 12.13 8.33 Sharpe Ratio -0.04 N/A Treynor Ratio -1.52 N/A 10 Years Statistic FFSBX Category Alpha (against Standard Index) 1.50 -0.99 Beta (against Standard Index) 0.52 0.72 Mean Annual Return 5.32 0.31 R-squared (against Standard Index) 29 80.09 Standard Deviation 9.48 8.09 Sharpe Ratio 0.29 N/A Treynor Ratio 4.64 N/A
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