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Frontegra Columbus Core Plus Instl (FRTRX)
On
Dec 4
:
33.29
0.07
(0.21%)
MORE ON FRTRX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
7.86%
Worst 1 Yr Total Return
(2008)
:
-9.15%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FRTRX
Category
Alpha (against Standard Index)
2.11
-1.72
Beta (against Standard Index)
1.60
1.02
Mean Annual Return
10.32
0.39
R-squared (against Standard Index)
25
59.27
Standard Deviation
13.00
5.93
Sharpe Ratio
0.63
N/A
Treynor Ratio
4.95
N/A
5 Years
Statistic
FRTRX
Category
Alpha (against Standard Index)
2.06
-1.05
Beta (against Standard Index)
1.45
0.98
Mean Annual Return
7.74
0.33
R-squared (against Standard Index)
27
61.87
Standard Deviation
10.21
4.88
Sharpe Ratio
0.48
N/A
Treynor Ratio
3.25
N/A
10 Years
Statistic
FRTRX
Category
Alpha (against Standard Index)
1.36
-0.65
Beta (against Standard Index)
1.09
0.96
Mean Annual Return
7.83
0.45
R-squared (against Standard Index)
28
71.12
Standard Deviation
7.79
4.47
Sharpe Ratio
0.63
N/A
Treynor Ratio
4.46
N/A
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