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First Investors Investment Grade A (FIIGX)
On
Dec 28
:
9.12
0.01
(0.11%)
MORE ON FIIGX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.15%
Worst 1 Yr Total Return
(2008)
:
-11.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FIIGX
Category
Alpha (against Standard Index)
-3.83
-1.73
Beta (against Standard Index)
1.45
1.02
Mean Annual Return
4.03
0.39
R-squared (against Standard Index)
52
59.65
Standard Deviation
8.19
5.93
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.21
N/A
5 Years
Statistic
FIIGX
Category
Alpha (against Standard Index)
-2.41
-1.13
Beta (against Standard Index)
1.35
0.98
Mean Annual Return
3.72
0.35
R-squared (against Standard Index)
55
61.85
Standard Deviation
6.60
4.90
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.54
N/A
10 Years
Statistic
FIIGX
Category
Alpha (against Standard Index)
-1.86
-0.67
Beta (against Standard Index)
1.25
0.96
Mean Annual Return
5.29
0.46
R-squared (against Standard Index)
65
70.95
Standard Deviation
5.85
4.48
Sharpe Ratio
0.42
N/A
Treynor Ratio
1.89
N/A
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