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Fifth Third Mid Cap Growth Inv A (FSMCX)
On
Dec 4
:
7.65
0.06
(0.79%)
MORE ON FSMCX
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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
(2005)
:
11.07%
Worst 1 Yr Total Return
(2008)
:
-45.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSMCX
Category
Alpha (against Standard Index)
-0.09
3.31
Beta (against Standard Index)
1.07
1.09
Mean Annual Return
-8.20
-0.23
R-squared (against Standard Index)
88
84.23
Standard Deviation
22.33
23.37
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-9.91
N/A
5 Years
Statistic
FSMCX
Category
Alpha (against Standard Index)
0.54
2.25
Beta (against Standard Index)
1.11
1.13
Mean Annual Return
0.11
0.31
R-squared (against Standard Index)
84
81.04
Standard Deviation
19.27
20.00
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.62
N/A
10 Years
Statistic
FSMCX
Category
Alpha (against Standard Index)
3.70
4.42
Beta (against Standard Index)
1.23
1.13
Mean Annual Return
0.88
0.37
R-squared (against Standard Index)
76
60.91
Standard Deviation
22.66
23.71
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.70
N/A
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