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First Investors Tax Exempt MA A (FIMAX)
On
Dec 3
:
11.70
0.02
(0.17%)
MORE ON FIMAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.43%
Worst 1 Yr Total Return
(2008)
:
-2.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FIMAX
Category
Alpha (against Standard Index)
-0.29
-1.61
Beta (against Standard Index)
0.93
1.11
Mean Annual Return
3.75
0.24
R-squared (against Standard Index)
97
89.10
Standard Deviation
5.64
7.28
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.44
N/A
5 Years
Statistic
FIMAX
Category
Alpha (against Standard Index)
-0.76
-0.94
Beta (against Standard Index)
0.94
1.05
Mean Annual Return
3.31
0.28
R-squared (against Standard Index)
97
91.03
Standard Deviation
4.65
5.43
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.30
N/A
10 Years
Statistic
FIMAX
Category
Alpha (against Standard Index)
-0.66
-0.92
Beta (against Standard Index)
1.04
1.04
Mean Annual Return
5.06
0.40
R-squared (against Standard Index)
96
91.46
Standard Deviation
4.93
5.12
Sharpe Ratio
0.43
N/A
Treynor Ratio
2.02
N/A
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