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Fifth Third Quality Growth Inv C (FSQCX)
On
Dec 17
:
11.94
0.14
(1.16%)
MORE ON FSQCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
20.19%
Worst 1 Yr Total Return
(2008)
:
-37.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSQCX
Category
Alpha (against Standard Index)
2.33
2.20
Beta (against Standard Index)
0.89
0.99
Mean Annual Return
-2.65
-0.14
R-squared (against Standard Index)
90
88.76
Standard Deviation
18.63
21.04
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.55
N/A
5 Years
Statistic
FSQCX
Category
Alpha (against Standard Index)
0.00
0.80
Beta (against Standard Index)
0.92
1.01
Mean Annual Return
0.81
0.24
R-squared (against Standard Index)
86
86.59
Standard Deviation
15.91
17.50
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.36
N/A
10 Years
Statistic
FSQCX
Category
Alpha (against Standard Index)
-1.67
-0.13
Beta (against Standard Index)
1.06
1.04
Mean Annual Return
-2.68
0.05
R-squared (against Standard Index)
88
78.99
Standard Deviation
18.28
19.17
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.31
N/A
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