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First Investors Insured Tax-Exempt A (FITAX)
On
Dec 1
:
9.78
0.01
(0.10%)
MORE ON FITAX
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Research Reports
Risk
As of 31-Oct-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
(2006)
:
3.41%
Worst 1 Yr Total Return
(2008)
:
-0.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FITAX
Category
Alpha (against Standard Index)
-0.24
-2.27
Beta (against Standard Index)
0.92
1.17
Mean Annual Return
3.80
0.19
R-squared (against Standard Index)
96
87.41
Standard Deviation
5.63
7.66
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.50
N/A
5 Years
Statistic
FITAX
Category
Alpha (against Standard Index)
-0.81
-1.38
Beta (against Standard Index)
0.94
1.15
Mean Annual Return
3.25
0.25
R-squared (against Standard Index)
96
87.57
Standard Deviation
4.68
6.17
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.24
N/A
10 Years
Statistic
FITAX
Category
Alpha (against Standard Index)
-0.87
-1.30
Beta (against Standard Index)
1.06
1.11
Mean Annual Return
4.91
0.39
R-squared (against Standard Index)
95
88.63
Standard Deviation
5.09
5.59
Sharpe Ratio
0.39
N/A
Treynor Ratio
1.82
N/A
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