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Fifth Third International Eq A (FSIEX)
On
Dec 4
:
8.00
0.08
(0.99%)
MORE ON FSIEX
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Research Reports
Risk
As of 31-Oct-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
(2006)
:
22.05%
Worst 1 Yr Total Return
(2008)
:
-45.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSIEX
Category
Alpha (against Standard Index)
-1.60
-0.52
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
-7.14
-0.25
R-squared (against Standard Index)
97
96.20
Standard Deviation
25.11
24.79
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-9.26
N/A
5 Years
Statistic
FSIEX
Category
Alpha (against Standard Index)
-1.96
-0.43
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
2.99
0.55
R-squared (against Standard Index)
97
95.85
Standard Deviation
20.80
20.52
Sharpe Ratio
0.11
N/A
Treynor Ratio
-0.03
N/A
10 Years
Statistic
FSIEX
Category
Alpha (against Standard Index)
-0.92
-0.03
Beta (against Standard Index)
0.96
1.01
Mean Annual Return
1.14
0.31
R-squared (against Standard Index)
96
92.22
Standard Deviation
17.71
19.09
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.91
N/A
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