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Flex-funds US Government Bond (FLXBX)
On
Dec 24
:
20.85
0.02
(0.10%)
MORE ON FLXBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
7.44%
Worst 1 Yr Total Return
(2005)
:
-0.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FLXBX
Category
Alpha (against Standard Index)
0.34
0.23
Beta (against Standard Index)
0.64
0.76
Mean Annual Return
5.23
0.46
R-squared (against Standard Index)
64
64.12
Standard Deviation
3.25
3.94
Sharpe Ratio
0.88
N/A
Treynor Ratio
4.66
N/A
5 Years
Statistic
FLXBX
Category
Alpha (against Standard Index)
-0.52
-0.23
Beta (against Standard Index)
0.66
0.78
Mean Annual Return
4.11
0.39
R-squared (against Standard Index)
69
69.48
Standard Deviation
2.89
3.41
Sharpe Ratio
0.38
N/A
Treynor Ratio
1.69
N/A
10 Years
Statistic
FLXBX
Category
Alpha (against Standard Index)
-2.24
-0.47
Beta (against Standard Index)
0.89
0.84
Mean Annual Return
3.68
0.44
R-squared (against Standard Index)
60
78.01
Standard Deviation
4.39
3.66
Sharpe Ratio
0.19
N/A
Treynor Ratio
0.84
N/A
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