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FMI Common Stock (FMIMX)
On
Nov 27
:
20.61
0.42
(2.00%)
MORE ON FMIMX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
18.79%
Worst 1 Yr Total Return
(2008)
:
-20.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FMIMX
Category
Alpha (against Standard Index)
9.83
2.78
Beta (against Standard Index)
1.06
1.14
Mean Annual Return
1.42
-0.31
R-squared (against Standard Index)
81
88.48
Standard Deviation
22.91
23.83
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.93
N/A
5 Years
Statistic
FMIMX
Category
Alpha (against Standard Index)
6.65
2.11
Beta (against Standard Index)
1.06
1.17
Mean Annual Return
6.62
0.29
R-squared (against Standard Index)
81
86.78
Standard Deviation
18.75
20.06
Sharpe Ratio
0.28
N/A
Treynor Ratio
3.39
N/A
10 Years
Statistic
FMIMX
Category
Alpha (against Standard Index)
10.58
6.25
Beta (against Standard Index)
0.81
1.05
Mean Annual Return
10.58
0.54
R-squared (against Standard Index)
64
72.80
Standard Deviation
16.32
19.97
Sharpe Ratio
0.52
N/A
Treynor Ratio
9.40
N/A
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