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Frontegra Netols Small Cap Value Instl (FNSVX)
On
Dec 2
:
10.17
0.11
(1.09%)
MORE ON FNSVX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.57%
Worst 1 Yr Total Return
(2008)
:
-25.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FNSVX
Category
Alpha (against Standard Index)
4.19
1.01
Beta (against Standard Index)
1.06
1.19
Mean Annual Return
-4.13
-0.48
R-squared (against Standard Index)
84
87.23
Standard Deviation
22.69
24.84
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.16
N/A
5 Years
Statistic
FNSVX
Category
Alpha (against Standard Index)
N/A
1.42
Beta (against Standard Index)
N/A
1.21
Mean Annual Return
N/A
0.23
R-squared (against Standard Index)
N/A
84.16
Standard Deviation
N/A
21.07
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
FNSVX
Category
Alpha (against Standard Index)
N/A
7.80
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.68
R-squared (against Standard Index)
N/A
64.84
Standard Deviation
N/A
20.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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