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Fifth Third Dividend Growth Instl (FPFIX)
On
Dec 4
:
20.13
0.06
(0.30%)
MORE ON FPFIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.03%
Worst 1 Yr Total Return
(2008)
:
-34.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FPFIX
Category
Alpha (against Standard Index)
-0.08
2.45
Beta (against Standard Index)
0.87
1.00
Mean Annual Return
-5.76
-0.24
R-squared (against Standard Index)
95
88.47
Standard Deviation
17.43
20.84
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-9.44
N/A
5 Years
Statistic
FPFIX
Category
Alpha (against Standard Index)
-0.07
0.94
Beta (against Standard Index)
0.89
1.01
Mean Annual Return
0.56
0.21
R-squared (against Standard Index)
90
86.37
Standard Deviation
14.98
17.46
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.76
N/A
10 Years
Statistic
FPFIX
Category
Alpha (against Standard Index)
-4.46
0.18
Beta (against Standard Index)
0.96
1.04
Mean Annual Return
-5.30
0.04
R-squared (against Standard Index)
84
78.62
Standard Deviation
16.80
19.22
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-8.65
N/A
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