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Frontier Phocas Small Cap Value Fund Institutional Class (FPSVX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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24.67-0.00 (-0.02%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★★★
Number of years up8
Number of years down5
Best 1-yr total return (3 Feb 2019)45.63%
Worst 1-yr total return (3 Feb 2019)-24.68%

Risk statistics

3 years
FPSVXCategory average
5 years
FPSVXCategory average
10 years
FPSVXCategory average
Alpha
-16.28-0.09
-11.1-0.06
-8.47-0.06
BETA
1.360.01
1.280.01
1.280.01
Mean annual return
-0.140.01
0.170.01
0.710.01
R-squared
86.490.83
79.120.77
81.20.78
Standard deviation
24.90.26
21.260.21
19.310.19
Sharpe ratio
-0.130
0.040.01
0.410.01
Treynor ratio
-4.760.08
-1.180.1
4.770.09