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First Investors for Income A (FIFIX)
On
Dec 29
:
2.38
0.00
(0.00%)
MORE ON FIFIX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
10.12%
Worst 1 Yr Total Return
(2008)
:
-27.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FIFIX
Category
Alpha (against Standard Index)
-5.48
-3.31
Beta (against Standard Index)
0.85
1.15
Mean Annual Return
-0.71
0.30
R-squared (against Standard Index)
7
10.85
Standard Deviation
13.56
15.35
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-3.50
N/A
5 Years
Statistic
FIFIX
Category
Alpha (against Standard Index)
-2.66
-0.58
Beta (against Standard Index)
0.71
0.95
Mean Annual Return
1.45
0.39
R-squared (against Standard Index)
6
9.33
Standard Deviation
10.79
12.17
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.18
N/A
10 Years
Statistic
FIFIX
Category
Alpha (against Standard Index)
-0.26
0.41
Beta (against Standard Index)
0.33
0.52
Mean Annual Return
3.35
0.42
R-squared (against Standard Index)
2
3.87
Standard Deviation
9.45
10.75
Sharpe Ratio
0.09
N/A
Treynor Ratio
1.31
N/A
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