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(FZAIX)

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Risk overview

Morningstar risk rating★★
Number of years up6
Number of years down4
Best 1-yr total return (23 Jun 2024)31.88%
Worst 1-yr total return (23 Jun 2024)N/A

Risk statistics

3 years
FZAIXCategory average
5 years
FZAIXCategory average
10 years
FZAIXCategory average
Alpha
-0.770.05
1.780.03
1.580.03
BETA
1.050.01
1.010.01
0.970.01
Mean annual return
0.060.01
0.830.01
0.550.01
R-squared
88.510.87
91.190.84
89.10.88
Standard deviation
18.240.17
18.410.15
15.40.15
Sharpe ratio
-0.140.01
0.420.01
0.320.01
Treynor ratio
-3.980.11
6.260.11
4.050.08