Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 8, 2009, 8:40PM ET - U.S. Markets Closed.
Dow
1.00%
Nasdaq
0.76%
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 Investors NY Insured Tax-Free A (FNYFX)
On
Dec 8
:
14.46
0.02
(0.14%)
MORE ON FNYFX
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:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.55%
Worst 1 Yr Total Return
(2008)
:
-1.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FNYFX
Category
Alpha (against Standard Index)
-0.42
-1.83
Beta (against Standard Index)
0.98
1.17
Mean Annual Return
3.69
0.23
R-squared (against Standard Index)
92
89.06
Standard Deviation
6.11
7.68
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.30
N/A
5 Years
Statistic
FNYFX
Category
Alpha (against Standard Index)
-0.85
-1.09
Beta (against Standard Index)
0.99
1.16
Mean Annual Return
3.25
0.28
R-squared (against Standard Index)
93
88.66
Standard Deviation
5.00
6.20
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.23
N/A
10 Years
Statistic
FNYFX
Category
Alpha (against Standard Index)
-1.00
-1.06
Beta (against Standard Index)
1.10
1.11
Mean Annual Return
4.85
0.41
R-squared (against Standard Index)
94
88.50
Standard Deviation
5.28
5.62
Sharpe Ratio
0.37
N/A
Treynor Ratio
1.72
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center