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    FPA New Income (FPNIX)

    10.14 0.00(0.00%) Jun 2

    Risk as of Apr 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up43
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2001):12.33%
    Worst 1 Yr Total Return(Dec 30, 2013):0.67%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFPNIXCategory
    Alpha (against Standard Index)0.932.07
    Beta (against Standard Index)0.170.21
    Mean Annual Return0.120.22
    R-squared (against Standard Index)54.6515.10
    Standard Deviation0.673.01
    Sharpe Ratio2.040.98
    Treynor Ratio8.000.12
    5 Years
    StatisticFPNIXCategory
    Alpha (against Standard Index)1.112.52
    Beta (against Standard Index)0.140.11
    Mean Annual Return0.150.25
    R-squared (against Standard Index)45.309.43
    Standard Deviation0.593.54
    Sharpe Ratio2.850.89
    Treynor Ratio11.9612.72
    10 Years
    StatisticFPNIXCategory
    Alpha (against Standard Index)0.961.50
    Beta (against Standard Index)0.180.46
    Mean Annual Return0.250.37
    R-squared (against Standard Index)42.8813.28
    Standard Deviation0.946.77
    Sharpe Ratio1.710.50
    Treynor Ratio8.8366.54