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First Investors Tax Exempt NC A (FMTNX)
On
Dec 24
:
13.54
0.00
(0.00%)
MORE ON FMTNX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.20%
Worst 1 Yr Total Return
(2008)
:
-0.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FMTNX
Category
Alpha (against Standard Index)
0.06
-0.62
Beta (against Standard Index)
1.03
0.89
Mean Annual Return
4.25
0.29
R-squared (against Standard Index)
90
91.02
Standard Deviation
6.47
5.60
Sharpe Ratio
0.32
N/A
Treynor Ratio
1.94
N/A
5 Years
Statistic
FMTNX
Category
Alpha (against Standard Index)
-0.25
-0.87
Beta (against Standard Index)
1.03
0.88
Mean Annual Return
4.26
0.29
R-squared (against Standard Index)
91
90.77
Standard Deviation
5.23
4.54
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.24
N/A
10 Years
Statistic
FMTNX
Category
Alpha (against Standard Index)
-0.44
-0.87
Beta (against Standard Index)
1.07
0.90
Mean Annual Return
5.34
0.37
R-squared (against Standard Index)
93
91.70
Standard Deviation
5.13
4.41
Sharpe Ratio
0.48
N/A
Treynor Ratio
2.26
N/A
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