Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Sunday, December 27, 2009, 7:13AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
First American Small Cap Growth Opp B (FROBX)On Dec 24: 14.67  Up 0.05 (0.34%)  
MORE ON FROBX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get 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):8.60%
Worst 1 Yr Total Return (2008):-40.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFROBXCategory
Alpha (against Standard Index)2.280.16
Beta (against Standard Index)1.231.12
Mean Annual Return-6.32-0.38
R-squared (against Standard Index)8984.86
Standard Deviation25.8624.29
Sharpe Ratio-0.21N/A
Treynor Ratio-6.98N/A
5 Years
StatisticFROBXCategory
Alpha (against Standard Index)0.50-0.01
Beta (against Standard Index)1.281.17
Mean Annual Return-0.350.16
R-squared (against Standard Index)8280.32
Standard Deviation22.6220.99
Sharpe Ratio-0.03N/A
Treynor Ratio-2.61N/A
10 Years
StatisticFROBXCategory
Alpha (against Standard Index)8.554.06
Beta (against Standard Index)1.341.16
Mean Annual Return4.350.37
R-squared (against Standard Index)5457.27
Standard Deviation29.6025.21
Sharpe Ratio0.19N/A
Treynor Ratio1.06N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center