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

11.71 Down 0.02(0.17%) Jul 29

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up8
Number of Years Down3
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)-3.60-1.66
Beta (against Standard Index)0.911.02
Mean Annual Return0.931.23
R-squared (against Standard Index)92.5893.09
Standard Deviation11.6412.89
Sharpe Ratio0.961.16
Treynor Ratio12.0215.04
5 Years
Alpha (against Standard Index)-1.95-1.24
Beta (against Standard Index)0.901.00
Mean Annual Return1.211.41
R-squared (against Standard Index)91.8794.04
Standard Deviation12.6113.77
Sharpe Ratio1.141.24
Treynor Ratio16.1417.55
10 Years
Alpha (against Standard Index)-1.89-0.36
Beta (against Standard Index)0.951.00
Mean Annual Return0.530.69
R-squared (against Standard Index)90.4593.36
Standard Deviation14.7315.21
Sharpe Ratio0.320.44
Treynor Ratio4.015.87