First Investors International Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.38
Mean 0.81
Sharpe Ratio 0.67
Bear Market Decile Rank 1

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
R-Squared 84.68
Beta 0.78
Alpha 5.54

See Also:

Top First Investors Funds