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Fifth Third Strategic Inc Inv C (FRACX)
On
Dec 18
:
9.57
0.01
(0.10%)
MORE ON FRACX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
7.16%
Worst 1 Yr Total Return
(2008)
:
-26.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FRACX
Category
Alpha (against Standard Index)
-0.83
-0.95
Beta (against Standard Index)
0.74
0.74
Mean Annual Return
-0.04
0.09
R-squared (against Standard Index)
40
87.00
Standard Deviation
15.39
10.61
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.10
N/A
5 Years
Statistic
FRACX
Category
Alpha (against Standard Index)
-2.07
-1.38
Beta (against Standard Index)
0.71
0.71
Mean Annual Return
1.82
0.27
R-squared (against Standard Index)
39
85.46
Standard Deviation
12.05
8.33
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-1.66
N/A
10 Years
Statistic
FRACX
Category
Alpha (against Standard Index)
1.71
-0.99
Beta (against Standard Index)
0.46
0.72
Mean Annual Return
5.39
0.31
R-squared (against Standard Index)
23
80.09
Standard Deviation
9.43
8.09
Sharpe Ratio
0.30
N/A
Treynor Ratio
5.40
N/A
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