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EquiTrust Value Growth A (FVGAX)
On
Dec 17
:
12.73
0.16
(1.24%)
MORE ON FVGAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.42%
Worst 1 Yr Total Return
(2008)
:
-32.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FVGAX
Category
Alpha (against Standard Index)
0.58
0.06
Beta (against Standard Index)
0.89
1.00
Mean Annual Return
-4.25
-0.33
R-squared (against Standard Index)
97
95.82
Standard Deviation
17.97
20.42
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-7.33
N/A
5 Years
Statistic
FVGAX
Category
Alpha (against Standard Index)
-0.11
0.04
Beta (against Standard Index)
0.89
1.01
Mean Annual Return
0.93
0.17
R-squared (against Standard Index)
96
95.19
Standard Deviation
14.59
16.64
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.31
N/A
10 Years
Statistic
FVGAX
Category
Alpha (against Standard Index)
4.26
0.81
Beta (against Standard Index)
0.74
0.96
Mean Annual Return
4.69
0.14
R-squared (against Standard Index)
76
91.13
Standard Deviation
13.88
16.39
Sharpe Ratio
0.19
N/A
Treynor Ratio
2.37
N/A
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