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Fifth Third Dividend Growth B (FTPBX)
On
Dec 4
:
19.06
0.05
(0.26%)
MORE ON FTPBX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.01%
Worst 1 Yr Total Return
(2008)
:
-35.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FTPBX
Category
Alpha (against Standard Index)
-1.07
2.45
Beta (against Standard Index)
0.86
1.00
Mean Annual Return
-6.68
-0.24
R-squared (against Standard Index)
95
88.47
Standard Deviation
17.39
20.84
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-10.52
N/A
5 Years
Statistic
FTPBX
Category
Alpha (against Standard Index)
-1.05
0.94
Beta (against Standard Index)
0.89
1.01
Mean Annual Return
-0.41
0.21
R-squared (against Standard Index)
90
86.37
Standard Deviation
14.96
17.46
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-3.86
N/A
10 Years
Statistic
FTPBX
Category
Alpha (against Standard Index)
-5.51
0.18
Beta (against Standard Index)
0.96
1.04
Mean Annual Return
-6.29
0.04
R-squared (against Standard Index)
84
78.62
Standard Deviation
16.80
19.22
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-9.69
N/A
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