Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Monday, December 7, 2009, 7:32AM ET - U.S. Markets open in 1 hour and 58 minutes.
Dow
0.22%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
First American International B (FNABX)
On
Dec 4
:
10.53
0.02
(0.19%)
MORE ON FNABX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-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
(2006)
:
20.39%
Worst 1 Yr Total Return
(2008)
:
-41.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FNABX
Category
Alpha (against Standard Index)
-1.92
-0.52
Beta (against Standard Index)
0.93
1.01
Mean Annual Return
-6.46
-0.25
R-squared (against Standard Index)
95
96.20
Standard Deviation
22.87
24.79
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-9.53
N/A
5 Years
Statistic
FNABX
Category
Alpha (against Standard Index)
-2.03
-0.43
Beta (against Standard Index)
0.93
1.01
Mean Annual Return
2.92
0.55
R-squared (against Standard Index)
95
95.85
Standard Deviation
18.99
20.52
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.12
N/A
10 Years
Statistic
FNABX
Category
Alpha (against Standard Index)
-2.15
-0.03
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
-0.19
0.31
R-squared (against Standard Index)
91
92.22
Standard Deviation
18.40
19.09
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-3.25
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center