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First Investors Government A (FIGVX)
On
Dec 4
:
11.27
0.01
(0.09%)
MORE ON FIGVX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
6.47%
Worst 1 Yr Total Return
(2005)
:
2.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FIGVX
Category
Alpha (against Standard Index)
1.08
0.17
Beta (against Standard Index)
0.66
0.75
Mean Annual Return
6.12
0.45
R-squared (against Standard Index)
75
63.33
Standard Deviation
2.99
3.92
Sharpe Ratio
1.16
N/A
Treynor Ratio
5.65
N/A
5 Years
Statistic
FIGVX
Category
Alpha (against Standard Index)
0.32
-0.28
Beta (against Standard Index)
0.67
0.77
Mean Annual Return
4.72
0.36
R-squared (against Standard Index)
78
69.10
Standard Deviation
2.67
3.41
Sharpe Ratio
0.60
N/A
Treynor Ratio
2.54
N/A
10 Years
Statistic
FIGVX
Category
Alpha (against Standard Index)
0.15
-0.49
Beta (against Standard Index)
0.64
0.85
Mean Annual Return
5.27
0.44
R-squared (against Standard Index)
80
77.74
Standard Deviation
2.71
3.68
Sharpe Ratio
0.83
N/A
Treynor Ratio
3.58
N/A
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