FPA New Income Fund

Class Inv (FPNIX)
Scorecard
2 / 5 Stars
Lipper
1 1 5 5 3
Zacks Investment Research
3 (Hold)
Standard & Poor's
---
TheStreet.com
C (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 0.64
Mean 0.14
Sharpe Ratio 2.48
Bear Market Decile Rank 10

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays US MBS TR USD
R-Squared 49.46 56.83
Beta 0.16 0.22
Alpha 1.0 0.97

See Also:

Top FPA Funds