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First American Small Cap Growth Opp C (FMPCX)
On
Jan 7
:
15.51
0.04
(0.26%)
MORE ON FMPCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2005)
:
8.60%
Worst 1 Yr Total Return
(2008)
:
-40.78%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FMPCX
Category
Alpha (against Standard Index)
2.28
0.16
Beta (against Standard Index)
1.23
1.12
Mean Annual Return
-6.32
-0.38
R-squared (against Standard Index)
89
84.86
Standard Deviation
25.87
24.29
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.98
N/A
5 Years
Statistic
FMPCX
Category
Alpha (against Standard Index)
0.50
-0.01
Beta (against Standard Index)
1.28
1.17
Mean Annual Return
-0.35
0.16
R-squared (against Standard Index)
82
80.32
Standard Deviation
22.64
20.99
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.60
N/A
10 Years
Statistic
FMPCX
Category
Alpha (against Standard Index)
8.55
4.06
Beta (against Standard Index)
1.34
1.16
Mean Annual Return
4.35
0.37
R-squared (against Standard Index)
54
57.27
Standard Deviation
29.61
25.21
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.06
N/A
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