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First Investors Tax Exempt PA B (FTPDX)
On
Dec 18
:
13.03
0.01
(0.08%)
MORE ON FTPDX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.18%
Worst 1 Yr Total Return
(2008)
:
-0.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FTPDX
Category
Alpha (against Standard Index)
-0.59
-1.74
Beta (against Standard Index)
0.92
1.05
Mean Annual Return
3.42
0.22
R-squared (against Standard Index)
93
87.62
Standard Deviation
5.72
6.96
Sharpe Ratio
0.22
N/A
Treynor Ratio
1.24
N/A
5 Years
Statistic
FTPDX
Category
Alpha (against Standard Index)
-1.05
-1.15
Beta (against Standard Index)
0.92
1.03
Mean Annual Return
3.30
0.29
R-squared (against Standard Index)
93
86.96
Standard Deviation
4.64
5.55
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.33
N/A
10 Years
Statistic
FTPDX
Category
Alpha (against Standard Index)
-1.18
-1.01
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
4.37
0.39
R-squared (against Standard Index)
95
88.10
Standard Deviation
4.73
5.11
Sharpe Ratio
0.32
N/A
Treynor Ratio
1.46
N/A
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