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Fifth Third Disciplined Large Cap Val A (FSSIX)
On
Dec 4
:
9.46
0.04
(0.42%)
MORE ON FSSIX
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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)
:
20.79%
Worst 1 Yr Total Return
(2008)
:
-36.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FSSIX
Category
Alpha (against Standard Index)
-1.28
-1.05
Beta (against Standard Index)
1.04
1.02
Mean Annual Return
-8.74
-0.55
R-squared (against Standard Index)
97
94.27
Standard Deviation
20.70
20.65
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-10.71
N/A
5 Years
Statistic
FSSIX
Category
Alpha (against Standard Index)
-0.25
0.04
Beta (against Standard Index)
1.04
1.02
Mean Annual Return
-0.14
0.14
R-squared (against Standard Index)
95
93.13
Standard Deviation
16.92
16.85
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.05
N/A
10 Years
Statistic
FSSIX
Category
Alpha (against Standard Index)
2.14
2.54
Beta (against Standard Index)
0.88
0.88
Mean Annual Return
1.50
0.27
R-squared (against Standard Index)
76
80.76
Standard Deviation
16.14
15.89
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.68
N/A
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