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Fifth Third Small Cap Growth Inv B (FTGBX)
On
Dec 18
:
5.66
0.05
(0.89%)
MORE ON FTGBX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
FTGBX
Category
Alpha (against Standard Index)
-0.40
0.16
Beta (against Standard Index)
1.18
1.12
Mean Annual Return
-8.60
-0.38
R-squared (against Standard Index)
81
84.86
Standard Deviation
26.00
24.29
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-9.20
N/A
5 Years
Statistic
FTGBX
Category
Alpha (against Standard Index)
-1.27
-0.01
Beta (against Standard Index)
1.24
1.17
Mean Annual Return
-2.08
0.16
R-squared (against Standard Index)
77
80.32
Standard Deviation
22.65
20.99
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-4.10
N/A
10 Years
Statistic
FTGBX
Category
Alpha (against Standard Index)
2.13
4.06
Beta (against Standard Index)
1.13
1.16
Mean Annual Return
-0.08
0.37
R-squared (against Standard Index)
63
57.27
Standard Deviation
23.05
25.21
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.66
N/A
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