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Frost Hoover Small-Mid Cap Equity Inst (FIHSX)
On
Dec 18
:
7.59
0.04
(0.53%)
MORE ON FIHSX
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Research Reports
Risk
As of 30-Nov-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)
:
22.00%
Worst 1 Yr Total Return
(2008)
:
-39.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FIHSX
Category
Alpha (against Standard Index)
-3.41
2.05
Beta (against Standard Index)
0.97
1.08
Mean Annual Return
-8.93
-0.20
R-squared (against Standard Index)
86
84.21
Standard Deviation
20.75
23.41
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-11.60
N/A
5 Years
Statistic
FIHSX
Category
Alpha (against Standard Index)
-1.32
1.56
Beta (against Standard Index)
1.02
1.11
Mean Annual Return
-1.02
0.29
R-squared (against Standard Index)
80
80.86
Standard Deviation
18.35
19.91
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.92
N/A
10 Years
Statistic
FIHSX
Category
Alpha (against Standard Index)
N/A
3.33
Beta (against Standard Index)
N/A
1.11
Mean Annual Return
N/A
0.32
R-squared (against Standard Index)
N/A
61.70
Standard Deviation
N/A
23.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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