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Saturday, December 19, 2009, 3:57PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
First American Mid Cap Value R (FMVSX)On Dec 18: 19.71  Up 0.09 (0.46%)  
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Risk  As of 30-Nov-09Get 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
StatisticFMVSXCategory
Alpha (against Standard Index)-0.530.96
Beta (against Standard Index)1.041.15
Mean Annual Return-6.76-0.33
R-squared (against Standard Index)9389.96
Standard Deviation21.2524.07
Sharpe Ratio-0.33N/A
Treynor Ratio-8.73N/A
5 Years
StatisticFMVSXCategory
Alpha (against Standard Index)1.051.28
Beta (against Standard Index)1.041.16
Mean Annual Return1.480.26
R-squared (against Standard Index)9288.97
Standard Deviation17.4919.80
Sharpe Ratio0.01N/A
Treynor Ratio-1.45N/A
10 Years
StatisticFMVSXCategory
Alpha (against Standard Index)6.687.57
Beta (against Standard Index)0.860.96
Mean Annual Return6.650.70
R-squared (against Standard Index)7672.92
Standard Deviation15.9018.20
Sharpe Ratio0.31N/A
Treynor Ratio4.36N/A

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