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First American Interm Govt Bd A (FIGAX)
On
Dec 16
:
8.76
0.01
(0.11%)
MORE ON FIGAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
9.28%
Worst 1 Yr Total Return
(2004)
:
1.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FIGAX
Category
Alpha (against Standard Index)
0.54
0.23
Beta (against Standard Index)
0.76
0.76
Mean Annual Return
5.95
0.46
R-squared (against Standard Index)
67
64.12
Standard Deviation
3.83
3.94
Sharpe Ratio
0.94
N/A
Treynor Ratio
4.84
N/A
5 Years
Statistic
FIGAX
Category
Alpha (against Standard Index)
-0.13
-0.23
Beta (against Standard Index)
0.75
0.78
Mean Annual Return
4.73
0.39
R-squared (against Standard Index)
71
69.48
Standard Deviation
3.23
3.41
Sharpe Ratio
0.53
N/A
Treynor Ratio
2.31
N/A
10 Years
Statistic
FIGAX
Category
Alpha (against Standard Index)
N/A
-0.47
Beta (against Standard Index)
N/A
0.84
Mean Annual Return
N/A
0.44
R-squared (against Standard Index)
N/A
78.01
Standard Deviation
N/A
3.66
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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