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First American Mid Cap Value R (FMVSX)
On
Dec 18
:
19.71
0.09
(0.46%)
MORE ON FMVSX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
22.55%
Worst 1 Yr Total Return
(2008)
:
-36.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FMVSX
Category
Alpha (against Standard Index)
-0.53
0.96
Beta (against Standard Index)
1.04
1.15
Mean Annual Return
-6.76
-0.33
R-squared (against Standard Index)
93
89.96
Standard Deviation
21.25
24.07
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-8.73
N/A
5 Years
Statistic
FMVSX
Category
Alpha (against Standard Index)
1.05
1.28
Beta (against Standard Index)
1.04
1.16
Mean Annual Return
1.48
0.26
R-squared (against Standard Index)
92
88.97
Standard Deviation
17.49
19.80
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.45
N/A
10 Years
Statistic
FMVSX
Category
Alpha (against Standard Index)
6.68
7.57
Beta (against Standard Index)
0.86
0.96
Mean Annual Return
6.65
0.70
R-squared (against Standard Index)
76
72.92
Standard Deviation
15.90
18.20
Sharpe Ratio
0.31
N/A
Treynor Ratio
4.36
N/A
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