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Timothy Plan Fixed-Income A (TFIAX)
On
Dec 4
:
10.24
0.04
(0.39%)
MORE ON TFIAX
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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
(2007)
:
5.19%
Worst 1 Yr Total Return
(2008)
:
-0.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TFIAX
Category
Alpha (against Standard Index)
-1.48
-1.72
Beta (against Standard Index)
1.03
1.02
Mean Annual Return
4.90
0.39
R-squared (against Standard Index)
82
59.27
Standard Deviation
4.58
5.93
Sharpe Ratio
0.54
N/A
Treynor Ratio
2.41
N/A
5 Years
Statistic
TFIAX
Category
Alpha (against Standard Index)
-1.28
-1.05
Beta (against Standard Index)
0.99
0.98
Mean Annual Return
3.69
0.33
R-squared (against Standard Index)
85
61.87
Standard Deviation
3.89
4.88
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.67
N/A
10 Years
Statistic
TFIAX
Category
Alpha (against Standard Index)
-1.82
-0.65
Beta (against Standard Index)
1.05
0.96
Mean Annual Return
4.53
0.45
R-squared (against Standard Index)
76
71.12
Standard Deviation
4.47
4.47
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.49
N/A
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