Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Monday, November 30, 2009, 11:08PM ET - U.S. Markets Closed. Dow Up 0.34% Nasdaq Up 0.29%
Wasatch-1st Source Income Equity (FMIEX)On Nov 30: 12.47  Up 0.03 (0.24%)  
MORE ON FMIEX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get 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):20.02%
Worst 1 Yr Total Return (2008):-31.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFMIEXCategory
Alpha (against Standard Index)3.53-1.05
Beta (against Standard Index)0.901.02
Mean Annual Return-2.63-0.55
R-squared (against Standard Index)9594.27
Standard Deviation18.0020.65
Sharpe Ratio-0.19N/A
Treynor Ratio-5.61N/A
5 Years
StatisticFMIEXCategory
Alpha (against Standard Index)4.760.04
Beta (against Standard Index)0.921.02
Mean Annual Return5.450.14
R-squared (against Standard Index)9393.13
Standard Deviation15.1916.85
Sharpe Ratio0.23N/A
Treynor Ratio2.64N/A
10 Years
StatisticFMIEXCategory
Alpha (against Standard Index)7.382.54
Beta (against Standard Index)0.840.88
Mean Annual Return7.240.27
R-squared (against Standard Index)8080.76
Standard Deviation15.1315.89
Sharpe Ratio0.35N/A
Treynor Ratio5.10N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center