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First American Mid Cap Growth Opp Y (FISGX)
On
Dec 16
:
33.78
0.15
(0.45%)
MORE ON FISGX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
21.62%
Worst 1 Yr Total Return
(2008)
:
-45.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FISGX
Category
Alpha (against Standard Index)
2.01
2.05
Beta (against Standard Index)
1.01
1.08
Mean Annual Return
-4.36
-0.20
R-squared (against Standard Index)
84
84.21
Standard Deviation
21.84
23.41
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-6.56
N/A
5 Years
Statistic
FISGX
Category
Alpha (against Standard Index)
2.32
1.56
Beta (against Standard Index)
1.05
1.11
Mean Annual Return
2.58
0.29
R-squared (against Standard Index)
82
80.86
Standard Deviation
18.51
19.91
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.39
N/A
10 Years
Statistic
FISGX
Category
Alpha (against Standard Index)
7.91
3.33
Beta (against Standard Index)
0.99
1.11
Mean Annual Return
7.13
0.32
R-squared (against Standard Index)
72
61.70
Standard Deviation
18.84
23.38
Sharpe Ratio
0.31
N/A
Treynor Ratio
4.26
N/A
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