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First American Mid Cap Growth Opp C (FMECX)
On
Dec 17
:
28.77
0.31
(1.07%)
MORE ON FMECX
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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
(2004)
:
20.40%
Worst 1 Yr Total Return
(2008)
:
-46.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FMECX
Category
Alpha (against Standard Index)
1.01
2.05
Beta (against Standard Index)
1.01
1.08
Mean Annual Return
-5.31
-0.20
R-squared (against Standard Index)
84
84.21
Standard Deviation
21.82
23.41
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-7.50
N/A
5 Years
Statistic
FMECX
Category
Alpha (against Standard Index)
1.32
1.56
Beta (against Standard Index)
1.05
1.11
Mean Annual Return
1.55
0.29
R-squared (against Standard Index)
82
80.86
Standard Deviation
18.50
19.91
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.37
N/A
10 Years
Statistic
FMECX
Category
Alpha (against Standard Index)
6.92
3.33
Beta (against Standard Index)
0.98
1.11
Mean Annual Return
6.08
0.32
R-squared (against Standard Index)
72
61.70
Standard Deviation
18.82
23.38
Sharpe Ratio
0.26
N/A
Treynor Ratio
3.21
N/A
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