Ratings & Risk for Flex-funds Quantex (FLCGX)

Morningstar Category: Mid-Cap Value
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average High
    		98
    5-Year Average High
    		73
    10-Year Low Above Average
    		35
    Overall Below Average High
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 31.89 0.00 -0.08
    5-Year 25.72 0.43 0.09
    10-Year 21.44 0.10 -0.08
    15-Year 19.28 0.59 0.18
    20-Year 17.24 0.60 0.19
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 88.05 1.72 23.56
    3-Year 85.73 1.51 9.22
    5-Year 84.65 1.49 4.24
    10-Year 85.01 1.23 1.37

    S&P 500 TR

    Trailing data as of 10/31/2009