First Investors International Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.37
Mean 0.82
Sharpe Ratio 0.68
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 84.75
Beta 0.78
Alpha 5.7

See Also:

Top First Investors Funds