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FundX Flexible Income (INCMX)
On
Dec 18
:
30.62
0.01
(0.03%)
MORE ON INCMX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
8.56%
Worst 1 Yr Total Return
(2008)
:
-0.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
INCMX
Category
Alpha (against Standard Index)
0.60
-2.69
Beta (against Standard Index)
0.44
1.20
Mean Annual Return
4.64
0.37
R-squared (against Standard Index)
22
27.56
Standard Deviation
3.73
10.24
Sharpe Ratio
0.62
N/A
Treynor Ratio
5.45
N/A
5 Years
Statistic
INCMX
Category
Alpha (against Standard Index)
0.91
-0.62
Beta (against Standard Index)
0.43
1.10
Mean Annual Return
4.97
0.42
R-squared (against Standard Index)
20
26.62
Standard Deviation
3.52
8.38
Sharpe Ratio
0.56
N/A
Treynor Ratio
4.61
N/A
10 Years
Statistic
INCMX
Category
Alpha (against Standard Index)
N/A
0.51
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.54
R-squared (against Standard Index)
N/A
22.71
Standard Deviation
N/A
7.37
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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