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First Investors Tax Exempt OR A (FTORX)
On
Feb 9
:
13.35
0.01
(0.07%)
MORE ON FTORX
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Risk
As of 31-Jan-10
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
(2009)
:
12.92%
Worst 1 Yr Total Return
(2008)
:
-1.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FTORX
Category
Alpha (against Standard Index)
-0.06
-0.56
Beta (against Standard Index)
1.06
0.88
Mean Annual Return
4.76
0.32
R-squared (against Standard Index)
94
90.86
Standard Deviation
6.54
5.57
Sharpe Ratio
0.44
N/A
Treynor Ratio
2.62
N/A
5 Years
Statistic
FTORX
Category
Alpha (against Standard Index)
-0.35
-0.81
Beta (against Standard Index)
1.06
0.88
Mean Annual Return
3.93
0.27
R-squared (against Standard Index)
94
90.77
Standard Deviation
5.28
4.51
Sharpe Ratio
0.21
N/A
Treynor Ratio
0.96
N/A
10 Years
Statistic
FTORX
Category
Alpha (against Standard Index)
-0.79
-0.83
Beta (against Standard Index)
1.07
0.90
Mean Annual Return
5.23
0.39
R-squared (against Standard Index)
95
91.48
Standard Deviation
5.08
4.36
Sharpe Ratio
0.48
N/A
Treynor Ratio
2.23
N/A
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