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First Investors Global A (FIISX)
On
Dec 4
:
5.97
0.01
(0.17%)
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Risk
As of 31-Oct-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
(2006)
:
17.77%
Worst 1 Yr Total Return
(2008)
:
-41.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FIISX
Category
Alpha (against Standard Index)
0.76
-0.56
Beta (against Standard Index)
0.89
0.91
Mean Annual Return
-3.49
-0.21
R-squared (against Standard Index)
96
90.41
Standard Deviation
21.87
22.89
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-6.61
N/A
5 Years
Statistic
FIISX
Category
Alpha (against Standard Index)
-1.57
-1.40
Beta (against Standard Index)
0.87
0.90
Mean Annual Return
3.38
0.44
R-squared (against Standard Index)
95
89.02
Standard Deviation
17.83
19.07
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.40
N/A
10 Years
Statistic
FIISX
Category
Alpha (against Standard Index)
-1.62
0.66
Beta (against Standard Index)
0.92
0.93
Mean Annual Return
0.51
0.36
R-squared (against Standard Index)
92
79.68
Standard Deviation
17.18
19.07
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.69
N/A
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