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First Investors Select Growth A (FICGX)
On
Dec 4
:
5.43
0.03
(0.56%)
MORE ON FICGX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
12.52%
Worst 1 Yr Total Return
(2008)
:
-41.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FICGX
Category
Alpha (against Standard Index)
-5.86
2.45
Beta (against Standard Index)
0.87
1.00
Mean Annual Return
-11.35
-0.24
R-squared (against Standard Index)
85
88.47
Standard Deviation
18.54
20.84
Sharpe Ratio
-0.68
N/A
Treynor Ratio
-15.75
N/A
5 Years
Statistic
FICGX
Category
Alpha (against Standard Index)
-3.94
0.94
Beta (against Standard Index)
0.91
1.01
Mean Annual Return
-3.45
0.21
R-squared (against Standard Index)
83
86.37
Standard Deviation
15.99
17.46
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-7.09
N/A
10 Years
Statistic
FICGX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.04
R-squared (against Standard Index)
N/A
78.62
Standard Deviation
N/A
19.22
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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