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First American AZ Tax-Free Y (FYAZX)
On
Dec 7
:
10.72
0.00
(0.00%)
MORE ON FYAZX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
5.65%
Worst 1 Yr Total Return
(2008)
:
-7.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FYAZX
Category
Alpha (against Standard Index)
-1.06
-2.20
Beta (against Standard Index)
1.20
1.19
Mean Annual Return
3.36
0.20
R-squared (against Standard Index)
93
87.28
Standard Deviation
7.51
7.96
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.79
N/A
5 Years
Statistic
FYAZX
Category
Alpha (against Standard Index)
-0.73
-1.03
Beta (against Standard Index)
1.19
1.11
Mean Annual Return
3.57
0.28
R-squared (against Standard Index)
93
90.28
Standard Deviation
6.07
5.80
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.46
N/A
10 Years
Statistic
FYAZX
Category
Alpha (against Standard Index)
N/A
-0.99
Beta (against Standard Index)
N/A
1.07
Mean Annual Return
N/A
0.40
R-squared (against Standard Index)
N/A
91.11
Standard Deviation
N/A
5.25
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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