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FMI Focus (FMIOX)
On
Dec 8
:
22.64
0.13
(0.57%)
MORE ON FMIOX
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Risk
As of 31-Oct-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
(2006)
:
12.78%
Worst 1 Yr Total Return
(2008)
:
-30.47%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FMIOX
Category
Alpha (against Standard Index)
7.65
1.01
Beta (against Standard Index)
1.12
1.19
Mean Annual Return
-1.37
-0.48
R-squared (against Standard Index)
86
87.23
Standard Deviation
23.51
24.84
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-3.37
N/A
5 Years
Statistic
FMIOX
Category
Alpha (against Standard Index)
4.46
1.42
Beta (against Standard Index)
1.15
1.21
Mean Annual Return
4.00
0.23
R-squared (against Standard Index)
84
84.16
Standard Deviation
19.78
21.07
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.85
N/A
10 Years
Statistic
FMIOX
Category
Alpha (against Standard Index)
11.06
7.80
Beta (against Standard Index)
1.16
1.01
Mean Annual Return
8.72
0.68
R-squared (against Standard Index)
66
64.84
Standard Deviation
22.99
20.31
Sharpe Ratio
0.35
N/A
Treynor Ratio
4.94
N/A
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