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First American Small Cap Growth Opp Y (FIMPX)
On
Dec 24
:
17.91
0.07
(0.39%)
MORE ON FIMPX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
9.59%
Worst 1 Yr Total Return
(2008)
:
-40.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FIMPX
Category
Alpha (against Standard Index)
3.30
0.16
Beta (against Standard Index)
1.23
1.12
Mean Annual Return
-5.37
-0.38
R-squared (against Standard Index)
89
84.86
Standard Deviation
25.91
24.29
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-6.20
N/A
5 Years
Statistic
FIMPX
Category
Alpha (against Standard Index)
1.50
-0.01
Beta (against Standard Index)
1.29
1.17
Mean Annual Return
0.64
0.16
R-squared (against Standard Index)
82
80.32
Standard Deviation
22.66
20.99
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.83
N/A
10 Years
Statistic
FIMPX
Category
Alpha (against Standard Index)
9.56
4.06
Beta (against Standard Index)
1.34
1.16
Mean Annual Return
5.40
0.37
R-squared (against Standard Index)
54
57.27
Standard Deviation
29.64
25.21
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.84
N/A
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