Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, December 3, 2009, 6:37AM ET - U.S. Markets open in 2 hours and 53 minutes.
Dow
0.18%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
First American Large Cap Value Y (FSKIX)
On
Dec 2
:
14.10
0.02
(0.14%)
MORE ON FSKIX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
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)
:
18.61%
Worst 1 Yr Total Return
(2008)
:
-35.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSKIX
Category
Alpha (against Standard Index)
-2.21
-1.05
Beta (against Standard Index)
0.94
1.02
Mean Annual Return
-8.48
-0.55
R-squared (against Standard Index)
96
94.27
Standard Deviation
18.74
20.65
Sharpe Ratio
-0.51
N/A
Treynor Ratio
-11.59
N/A
5 Years
Statistic
FSKIX
Category
Alpha (against Standard Index)
-0.05
0.04
Beta (against Standard Index)
0.95
1.02
Mean Annual Return
0.43
0.14
R-squared (against Standard Index)
95
93.13
Standard Deviation
15.54
16.85
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.73
N/A
10 Years
Statistic
FSKIX
Category
Alpha (against Standard Index)
0.30
2.54
Beta (against Standard Index)
0.90
0.88
Mean Annual Return
-0.30
0.27
R-squared (against Standard Index)
85
80.76
Standard Deviation
15.62
15.89
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.65
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center