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First American Interm-Term Bond Y (FINIX)
On
Dec 18
:
10.14
0.01
(0.10%)
MORE ON FINIX
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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
(2007)
:
6.30%
Worst 1 Yr Total Return
(2008)
:
-7.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FINIX
Category
Alpha (against Standard Index)
0.03
-1.73
Beta (against Standard Index)
0.89
1.02
Mean Annual Return
5.82
0.39
R-squared (against Standard Index)
32
59.65
Standard Deviation
6.38
5.93
Sharpe Ratio
0.56
N/A
Treynor Ratio
4.00
N/A
5 Years
Statistic
FINIX
Category
Alpha (against Standard Index)
-0.24
-1.13
Beta (against Standard Index)
0.87
0.98
Mean Annual Return
4.83
0.35
R-squared (against Standard Index)
37
61.85
Standard Deviation
5.12
4.90
Sharpe Ratio
0.36
N/A
Treynor Ratio
2.12
N/A
10 Years
Statistic
FINIX
Category
Alpha (against Standard Index)
-0.34
-0.67
Beta (against Standard Index)
0.86
0.96
Mean Annual Return
5.57
0.46
R-squared (against Standard Index)
55
70.95
Standard Deviation
4.38
4.48
Sharpe Ratio
0.60
N/A
Treynor Ratio
3.06
N/A
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