Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Saturday, December 19, 2009, 10:48PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
Fifth Third Small Cap Growth Inv B (FTGBX)On Dec 18: 5.66  Up 0.05 (0.89%)  
MORE ON FTGBX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):10.99%
Worst 1 Yr Total Return (2008):-44.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFTGBXCategory
Alpha (against Standard Index)-0.400.16
Beta (against Standard Index)1.181.12
Mean Annual Return-8.60-0.38
R-squared (against Standard Index)8184.86
Standard Deviation26.0024.29
Sharpe Ratio-0.30N/A
Treynor Ratio-9.20N/A
5 Years
StatisticFTGBXCategory
Alpha (against Standard Index)-1.27-0.01
Beta (against Standard Index)1.241.17
Mean Annual Return-2.080.16
R-squared (against Standard Index)7780.32
Standard Deviation22.6520.99
Sharpe Ratio-0.11N/A
Treynor Ratio-4.10N/A
10 Years
StatisticFTGBXCategory
Alpha (against Standard Index)2.134.06
Beta (against Standard Index)1.131.16
Mean Annual Return-0.080.37
R-squared (against Standard Index)6357.27
Standard Deviation23.0525.21
Sharpe Ratio-0.01N/A
Treynor Ratio-2.66N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center