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    Gerstein Fisher Multi-Factor Growth Eq (GFMGX)

    15.00 Up 0.30(2.04%) Feb 12

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up5
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):37.36%
    Worst 1 Yr Total Return(Dec 30, 2015):0.85%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticGFMGXCategory
    Alpha (against Standard Index)-0.36-0.84
    Beta (against Standard Index)1.061.04
    Mean Annual Return0.970.91
    R-squared (against Standard Index)90.4285.45
    Standard Deviation12.1412.35
    Sharpe Ratio0.950.89
    Treynor Ratio10.7910.29
    5 Years
    StatisticGFMGXCategory
    Alpha (against Standard Index)-0.77-1.75
    Beta (against Standard Index)1.071.07
    Mean Annual Return0.930.85
    R-squared (against Standard Index)93.8188.47
    Standard Deviation13.2413.71
    Sharpe Ratio0.830.74
    Treynor Ratio9.979.00
    10 Years
    StatisticGFMGXCategory
    Alpha (against Standard Index)N/A-0.25
    Beta (against Standard Index)N/A1.03
    Mean Annual ReturnN/A0.61
    R-squared (against Standard Index)N/A88.38
    Standard DeviationN/A16.57
    Sharpe RatioN/A0.38
    Treynor RatioN/A4.91