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Forward Growth Inst (FGROX)
On
Dec 24
:
10.84
0.06
(0.56%)
MORE ON FGROX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FGROX
Category
Alpha (against Standard Index)
-1.43
0.16
Beta (against Standard Index)
1.07
1.12
Mean Annual Return
-8.12
-0.38
R-squared (against Standard Index)
86
84.86
Standard Deviation
22.78
24.29
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-9.75
N/A
5 Years
Statistic
FGROX
Category
Alpha (against Standard Index)
0.16
-0.01
Beta (against Standard Index)
1.12
1.17
Mean Annual Return
0.03
0.16
R-squared (against Standard Index)
81
80.32
Standard Deviation
19.97
20.99
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.64
N/A
10 Years
Statistic
FGROX
Category
Alpha (against Standard Index)
2.67
4.06
Beta (against Standard Index)
1.07
1.16
Mean Annual Return
0.56
0.37
R-squared (against Standard Index)
55
57.27
Standard Deviation
23.36
25.21
Sharpe Ratio
0.02
N/A
Treynor Ratio
-2.21
N/A
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