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Frontegra IronBridge Small Cap (IBSCX)
On
Dec 4
:
13.63
0.22
(1.64%)
MORE ON IBSCX
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Research Reports
Risk
As of 31-Oct-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)
:
18.79%
Worst 1 Yr Total Return
(2008)
:
-31.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IBSCX
Category
Alpha (against Standard Index)
4.98
1.71
Beta (against Standard Index)
1.16
1.15
Mean Annual Return
-4.37
-0.40
R-squared (against Standard Index)
91
85.55
Standard Deviation
23.82
24.28
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.84
N/A
5 Years
Statistic
IBSCX
Category
Alpha (against Standard Index)
3.69
1.12
Beta (against Standard Index)
1.22
1.19
Mean Annual Return
2.85
0.21
R-squared (against Standard Index)
86
81.02
Standard Deviation
20.92
21.15
Sharpe Ratio
0.10
N/A
Treynor Ratio
-0.14
N/A
10 Years
Statistic
IBSCX
Category
Alpha (against Standard Index)
N/A
5.25
Beta (against Standard Index)
N/A
1.18
Mean Annual Return
N/A
0.43
R-squared (against Standard Index)
N/A
56.73
Standard Deviation
N/A
25.52
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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