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First Investors Value A (FIUTX)
On
Dec 4
:
6.30
0.03
(0.48%)
MORE ON FIUTX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
19.78%
Worst 1 Yr Total Return
(2008)
:
-29.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FIUTX
Category
Alpha (against Standard Index)
-0.92
-1.05
Beta (against Standard Index)
0.88
1.02
Mean Annual Return
-6.63
-0.55
R-squared (against Standard Index)
97
94.27
Standard Deviation
17.45
20.65
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-10.29
N/A
5 Years
Statistic
FIUTX
Category
Alpha (against Standard Index)
0.42
0.04
Beta (against Standard Index)
0.88
1.02
Mean Annual Return
1.16
0.14
R-squared (against Standard Index)
95
93.13
Standard Deviation
14.37
16.85
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.11
N/A
10 Years
Statistic
FIUTX
Category
Alpha (against Standard Index)
-0.49
2.54
Beta (against Standard Index)
0.79
0.88
Mean Annual Return
-0.63
0.27
R-squared (against Standard Index)
80
80.76
Standard Deviation
14.28
15.89
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.53
N/A
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