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Tuesday, December 22, 2009, 4:49PM ET - U.S. Markets Closed. Dow  0.49% Nasdaq  0.67%

FBR Gas Utility Index (GASFX)

On Dec 21: 16.73   0.10 (0.60%)

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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 (2004): 23.01% Worst 1 Yr Total Return (2008): -28.30% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic GASFX Category Alpha (against Standard Index) 2.39 0.42 Beta (against Standard Index) 0.73 0.74 Mean Annual Return -1.35 -0.16 R-squared (against Standard Index) 71 63.91 Standard Deviation 17.15 18.41 Sharpe Ratio -0.12 N/A Treynor Ratio -4.98 N/A 5 Years Statistic GASFX Category Alpha (against Standard Index) 4.68 4.13 Beta (against Standard Index) 0.71 0.72 Mean Annual Return 6.05 0.53 R-squared (against Standard Index) 60 57.34 Standard Deviation 14.61 15.40 Sharpe Ratio 0.28 N/A Treynor Ratio 4.32 N/A 10 Years Statistic GASFX Category Alpha (against Standard Index) 6.48 3.08 Beta (against Standard Index) 0.57 0.67 Mean Annual Return 7.04 0.38 R-squared (against Standard Index) 33 48.30 Standard Deviation 16.22 15.77 Sharpe Ratio 0.33 N/A Treynor Ratio 7.20 N/A
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