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Fifth Third Quality Growth Inv A (FSQGX)
On
Dec 8
:
13.16
0.15
(1.13%)
MORE ON FSQGX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
21.15%
Worst 1 Yr Total Return
(2008)
:
-36.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSQGX
Category
Alpha (against Standard Index)
3.59
2.45
Beta (against Standard Index)
0.89
1.00
Mean Annual Return
-2.58
-0.24
R-squared (against Standard Index)
90
88.47
Standard Deviation
18.41
20.84
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-5.61
N/A
5 Years
Statistic
FSQGX
Category
Alpha (against Standard Index)
0.82
0.94
Beta (against Standard Index)
0.92
1.01
Mean Annual Return
1.30
0.21
R-squared (against Standard Index)
86
86.37
Standard Deviation
15.78
17.46
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-1.87
N/A
10 Years
Statistic
FSQGX
Category
Alpha (against Standard Index)
-0.81
0.18
Beta (against Standard Index)
1.06
1.04
Mean Annual Return
-2.25
0.04
R-squared (against Standard Index)
88
78.62
Standard Deviation
18.20
19.22
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-4.93
N/A
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