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Fifth Third Small Cap Value C (FTVCX)
On
Dec 17
:
14.50
0.16
(1.09%)
MORE ON FTVCX
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Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
12.52%
Worst 1 Yr Total Return
(2008)
:
-29.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FTVCX
Category
Alpha (against Standard Index)
2.59
-0.27
Beta (against Standard Index)
1.19
1.17
Mean Annual Return
-5.70
-0.44
R-squared (against Standard Index)
84
84.58
Standard Deviation
25.68
25.23
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.71
N/A
5 Years
Statistic
FTVCX
Category
Alpha (against Standard Index)
1.29
0.26
Beta (against Standard Index)
1.18
1.19
Mean Annual Return
0.92
0.18
R-squared (against Standard Index)
81
81.92
Standard Deviation
20.96
21.20
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.76
N/A
10 Years
Statistic
FTVCX
Category
Alpha (against Standard Index)
N/A
8.93
Beta (against Standard Index)
N/A
0.95
Mean Annual Return
N/A
0.82
R-squared (against Standard Index)
N/A
64.94
Standard Deviation
N/A
19.09
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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