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Frost Value Equity Investor (FADVX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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5.99+0.01 (+0.17%)
At close: 09:00PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up9
Number of years down2
Best 1-yr total return (3 Feb 2019)34.50%
Worst 1-yr total return (3 Feb 2019)-13.59%

Risk statistics

3 years
FADVXCategory average
5 years
FADVXCategory average
10 years
FADVXCategory average
Alpha
-11.51-0.01
-8.53-0.03
-5.91-0.03
BETA
1.040.01
1.050.01
1.040.01
Mean annual return
0.030.01
0.350.01
0.650.01
R-squared
93.480.78
90.930.83
91.510.84
Standard deviation
19.160.17
16.150.19
14.420.16
Sharpe ratio
-0.060
0.190
0.50.01
Treynor ratio
-2.960.04
1.680.07
6.060.08