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First Investors Tax Exempt NC B (FMTQX)
On
Dec 9
:
13.59
0.01
(0.07%)
MORE ON FMTQX
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Research Reports
Risk
As of 31-Oct-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)
:
3.45%
Worst 1 Yr Total Return
(2008)
:
-1.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FMTQX
Category
Alpha (against Standard Index)
-0.55
-0.71
Beta (against Standard Index)
1.02
0.89
Mean Annual Return
3.61
0.28
R-squared (against Standard Index)
90
91.15
Standard Deviation
6.46
5.60
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.17
N/A
5 Years
Statistic
FMTQX
Category
Alpha (against Standard Index)
-0.97
-0.94
Beta (against Standard Index)
1.03
0.88
Mean Annual Return
3.16
0.26
R-squared (against Standard Index)
91
90.92
Standard Deviation
5.26
4.56
Sharpe Ratio
0.05
N/A
Treynor Ratio
0.14
N/A
10 Years
Statistic
FMTQX
Category
Alpha (against Standard Index)
-1.02
-0.89
Beta (against Standard Index)
1.07
0.91
Mean Annual Return
4.75
0.37
R-squared (against Standard Index)
94
91.76
Standard Deviation
5.13
4.42
Sharpe Ratio
0.36
N/A
Treynor Ratio
1.67
N/A
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