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FPA Paramount (FPRAX)
On
Dec 22
:
15.39
0.08
(0.52%)
MORE ON FPRAX
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Research Reports
Risk
As of 30-Nov-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
(2004)
:
15.89%
Worst 1 Yr Total Return
(2008)
:
-38.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FPRAX
Category
Alpha (against Standard Index)
3.94
2.05
Beta (against Standard Index)
1.07
1.08
Mean Annual Return
-3.09
-0.20
R-squared (against Standard Index)
85
84.21
Standard Deviation
23.00
23.41
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-5.02
N/A
5 Years
Statistic
FPRAX
Category
Alpha (against Standard Index)
1.73
1.56
Beta (against Standard Index)
1.07
1.11
Mean Annual Return
1.88
0.29
R-squared (against Standard Index)
82
80.86
Standard Deviation
18.85
19.91
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.04
N/A
10 Years
Statistic
FPRAX
Category
Alpha (against Standard Index)
5.83
3.33
Beta (against Standard Index)
0.92
1.11
Mean Annual Return
5.11
0.32
R-squared (against Standard Index)
63
61.70
Standard Deviation
18.69
23.38
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.37
N/A
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