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Flex-funds Defensive Balanced (FLDFX)
On
Dec 22
:
8.97
0.03
(0.34%)
MORE ON FLDFX
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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:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.03%
Worst 1 Yr Total Return
(2008)
:
-24.16%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FLDFX
Category
Alpha (against Standard Index)
-4.19
-2.96
Beta (against Standard Index)
0.79
1.07
Mean Annual Return
-2.92
-0.09
R-squared (against Standard Index)
76
93.10
Standard Deviation
12.10
14.78
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-6.55
N/A
5 Years
Statistic
FLDFX
Category
Alpha (against Standard Index)
N/A
-2.53
Beta (against Standard Index)
N/A
1.06
Mean Annual Return
N/A
0.24
R-squared (against Standard Index)
N/A
92.17
Standard Deviation
N/A
11.94
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
FLDFX
Category
Alpha (against Standard Index)
N/A
-2.27
Beta (against Standard Index)
N/A
1.06
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
86.88
Standard Deviation
N/A
11.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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