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    Frost Kempner Multi-Cap Deep Val Eq Inst (FIKDX)

    8.70 Up 0.03(0.35%) May 6

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up9
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):30.30%
    Worst 1 Yr Total Return(Dec 30, 2008):-34.57%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-6.24-3.13
    Beta (against Standard Index)0.890.98
    Mean Annual Return0.320.71
    R-squared (against Standard Index)86.4291.56
    Standard Deviation10.9011.69
    Sharpe Ratio0.350.74
    Treynor Ratio3.688.41
    5 Years
    Alpha (against Standard Index)-5.57-2.61
    Beta (against Standard Index)0.921.01
    Mean Annual Return0.400.77
    R-squared (against Standard Index)90.0892.53
    Standard Deviation11.8212.81
    Sharpe Ratio0.400.73
    Treynor Ratio4.448.95
    10 Years
    Alpha (against Standard Index)-3.61-1.64
    Beta (against Standard Index)0.961.01
    Mean Annual Return0.330.53
    R-squared (against Standard Index)91.1293.27
    Standard Deviation15.4315.98
    Sharpe Ratio0.190.34
    Treynor Ratio1.884.27