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First Investors Insured Tax-Exempt B (FITCX)
On
Dec 17
:
9.81
0.01
(0.10%)
MORE ON FITCX
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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
(2006)
:
2.66%
Worst 1 Yr Total Return
(2008)
:
-1.36%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FITCX
Category
Alpha (against Standard Index)
-0.91
-2.38
Beta (against Standard Index)
0.92
1.16
Mean Annual Return
3.09
0.19
R-squared (against Standard Index)
96
87.38
Standard Deviation
5.65
7.62
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.89
N/A
5 Years
Statistic
FITCX
Category
Alpha (against Standard Index)
-1.46
-1.54
Beta (against Standard Index)
0.94
1.15
Mean Annual Return
2.90
0.27
R-squared (against Standard Index)
96
87.54
Standard Deviation
4.65
6.12
Sharpe Ratio
0.00
N/A
Treynor Ratio
-0.09
N/A
10 Years
Statistic
FITCX
Category
Alpha (against Standard Index)
-1.59
-1.35
Beta (against Standard Index)
1.06
1.11
Mean Annual Return
4.12
0.38
R-squared (against Standard Index)
95
88.56
Standard Deviation
5.06
5.58
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.12
N/A
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