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(FICS)

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Risk Statistics

3 YearsFICSCategory Average
5 YearsFICSCategory Average
10 YearsFICSCategory Average
Alpha
2.11-1.44
00.91
01.71
BETA
0.961.14
01.02
00.99
Mean Annual Return
0.31-0.01
00.76
00.56
R-squared
80.6584.82
083.82
083.8
Standard Deviation
17.420.3
019.56
016.34
Sharpe Ratio
0.03-0.15
00.36
00.32
Treynor Ratio
-1.02-4.41
05.26
04.11