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(FRIOX)
. Currency in USD
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Risk overview
Morningstar risk rating★
Number of years up10
Number of years down3
Best 1-yr total return (24 Jun 2024)17.80%
Worst 1-yr total return (24 Jun 2024)N/A
Risk statistics
3 years
FRIOXCategory average5 years
FRIOXCategory average10 years
FRIOXCategory averageAlpha
-4.76-0.01
-5.72-0.05
-1.340.02
BETA
0.540.01
0.70.01
0.570.01
Mean annual return
0.020.01
0.320.01
0.380.01
R-squared
81.190.66
67.830.55
56.120.47
Standard deviation
10.070.2
15.010.17
11.230.16
Sharpe ratio
-0.30.01
0.110
0.270.01
Treynor ratio
-6.610.12
0.540.07
4.180.11
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