Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 8, 2009, 9:45PM ET - U.S. Markets Closed.
Dow
1.00%
Nasdaq
0.76%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
First Investors Tax Exempt PA A (FTPAX)
On
Dec 8
:
13.04
0.02
(0.15%)
MORE ON FTPAX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2006)
:
3.94%
Worst 1 Yr Total Return
(2008)
:
0.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FTPAX
Category
Alpha (against Standard Index)
0.24
-1.66
Beta (against Standard Index)
0.93
1.06
Mean Annual Return
4.29
0.23
R-squared (against Standard Index)
93
87.72
Standard Deviation
5.73
6.96
Sharpe Ratio
0.34
N/A
Treynor Ratio
2.03
N/A
5 Years
Statistic
FTPAX
Category
Alpha (against Standard Index)
-0.31
-1.05
Beta (against Standard Index)
0.92
1.03
Mean Annual Return
3.75
0.27
R-squared (against Standard Index)
94
87.02
Standard Deviation
4.66
5.57
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.79
N/A
10 Years
Statistic
FTPAX
Category
Alpha (against Standard Index)
-0.51
-0.99
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
5.09
0.39
R-squared (against Standard Index)
94
88.15
Standard Deviation
4.74
5.11
Sharpe Ratio
0.45
N/A
Treynor Ratio
2.14
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center