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Monday, December 21, 2009, 11:15PM ET - U.S. Markets Closed.
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Forester Value (FVALX)
On
Dec 21
:
11.64
0.08
(0.69%)
MORE ON FVALX
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Risk
As of 30-Nov-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
(2004)
:
24.16%
Worst 1 Yr Total Return
(2007)
:
-5.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FVALX
Category
Alpha (against Standard Index)
5.36
-1.37
Beta (against Standard Index)
0.48
1.02
Mean Annual Return
3.73
-0.45
R-squared (against Standard Index)
47
94.58
Standard Deviation
13.81
20.79
Sharpe Ratio
0.17
N/A
Treynor Ratio
3.02
N/A
5 Years
Statistic
FVALX
Category
Alpha (against Standard Index)
1.37
-0.29
Beta (against Standard Index)
0.46
1.01
Mean Annual Return
3.35
0.14
R-squared (against Standard Index)
44
93.49
Standard Deviation
10.96
16.81
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.78
N/A
10 Years
Statistic
FVALX
Category
Alpha (against Standard Index)
3.16
2.74
Beta (against Standard Index)
0.19
0.88
Mean Annual Return
5.29
0.31
R-squared (against Standard Index)
9
81.33
Standard Deviation
10.10
15.97
Sharpe Ratio
0.27
N/A
Treynor Ratio
12.64
N/A
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