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FPA Capital (FPPTX)

On Nov 27: 31.70   0.59 (1.83%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2005): 16.53% Worst 1 Yr Total Return (2008): -34.79% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic FPPTX Category Alpha (against Standard Index) 6.60 2.32 Beta (against Standard Index) 1.09 1.15 Mean Annual Return -2.33 -0.35 R-squared (against Standard Index) 74 90.18 Standard Deviation 24.50 23.68 Sharpe Ratio -0.07 N/A Treynor Ratio -4.37 N/A 5 Years Statistic FPPTX Category Alpha (against Standard Index) 4.21 2.22 Beta (against Standard Index) 1.08 1.16 Mean Annual Return 3.78 0.30 R-squared (against Standard Index) 73 89.12 Standard Deviation 20.07 19.61 Sharpe Ratio 0.14 N/A Treynor Ratio 0.70 N/A 10 Years Statistic FPPTX Category Alpha (against Standard Index) 10.91 7.83 Beta (against Standard Index) 1.08 0.94 Mean Annual Return 9.08 0.70 R-squared (against Standard Index) 63 72.23 Standard Deviation 21.79 17.96 Sharpe Ratio 0.37 N/A Treynor Ratio 5.67 N/A
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