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Monday, December 7, 2009, 11:30PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Down 0.22%
FMI Large Cap (FMIHX)On Dec 7: 14.18  Up 0.02 (0.14%)  
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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 (2004):17.52%
Worst 1 Yr Total Return (2008):-26.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFMIHXCategory
Alpha (against Standard Index)3.980.38
Beta (against Standard Index)0.881.00
Mean Annual Return-1.95-0.41
R-squared (against Standard Index)9395.50
Standard Deviation17.7920.09
Sharpe Ratio-0.16N/A
Treynor Ratio-4.97N/A
5 Years
StatisticFMIHXCategory
Alpha (against Standard Index)4.020.26
Beta (against Standard Index)0.871.01
Mean Annual Return4.900.16
R-squared (against Standard Index)9194.84
Standard Deviation14.4616.47
Sharpe Ratio0.20N/A
Treynor Ratio2.17N/A
10 Years
StatisticFMIHXCategory
Alpha (against Standard Index)N/A0.84
Beta (against Standard Index)N/A0.97
Mean Annual ReturnN/A0.11
R-squared (against Standard Index)N/A91.16
Standard DeviationN/A16.35
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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