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    FPA New Income (FPNIX)

    10.04 0.00(0.00%) Oct 8

    Risk as of Sep 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
    Alpha (against Standard Index)0.651.12
    Beta (against Standard Index)0.170.24
    Mean Annual Return0.080.13
    R-squared (against Standard Index)52.7916.50
    Standard Deviation0.682.88
    Sharpe Ratio1.380.58
    Treynor Ratio5.54-1.77
    5 Years
    Alpha (against Standard Index)1.012.06
    Beta (against Standard Index)0.140.12
    Mean Annual Return0.130.21
    R-squared (against Standard Index)42.299.06
    Standard Deviation0.623.44
    Sharpe Ratio2.350.74
    Treynor Ratio10.08-1.10
    10 Years
    Alpha (against Standard Index)1.011.18
    Beta (against Standard Index)0.180.41
    Mean Annual Return0.240.31
    R-squared (against Standard Index)47.0113.05
    Standard Deviation0.946.45
    Sharpe Ratio1.860.42
    Treynor Ratio9.0214.94