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First Investors Opportunity B (FIMBX)
On
Dec 21
:
19.14
0.31
(1.65%)
MORE ON FIMBX
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Research Reports
Risk
As of 30-Nov-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
(2004)
:
15.78%
Worst 1 Yr Total Return
(2008)
:
-38.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FIMBX
Category
Alpha (against Standard Index)
0.05
1.45
Beta (against Standard Index)
1.08
1.13
Mean Annual Return
-6.80
-0.27
R-squared (against Standard Index)
92
88.11
Standard Deviation
22.41
23.88
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-8.37
N/A
5 Years
Statistic
FIMBX
Category
Alpha (against Standard Index)
0.03
1.17
Beta (against Standard Index)
1.10
1.15
Mean Annual Return
0.16
0.26
R-squared (against Standard Index)
89
86.34
Standard Deviation
18.64
19.90
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.57
N/A
10 Years
Statistic
FIMBX
Category
Alpha (against Standard Index)
2.87
5.72
Beta (against Standard Index)
1.05
1.04
Mean Annual Return
1.62
0.53
R-squared (against Standard Index)
77
73.17
Standard Deviation
19.40
19.87
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.24
N/A
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