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    BNY Mellon Mid Cap Multi-Strategy Inv (MIMSX)

    14.68 Down 0.08(0.54%) Jul 27

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up10
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):35.89%
    Worst 1 Yr Total Return(Dec 30, 2008):-40.46%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.41-3.22
    Beta (against Standard Index)1.031.03
    Mean Annual Return0.800.73
    R-squared (against Standard Index)88.5574.64
    Standard Deviation12.3413.45
    Sharpe Ratio0.780.66
    Treynor Ratio8.918.03
    5 Years
    Alpha (against Standard Index)-6.27-4.96
    Beta (against Standard Index)1.181.13
    Mean Annual Return0.680.73
    R-squared (against Standard Index)88.5381.76
    Standard Deviation15.2515.12
    Sharpe Ratio0.530.59
    Treynor Ratio6.057.09
    10 Years
    Alpha (against Standard Index)-1.49-0.72
    Beta (against Standard Index)1.131.08
    Mean Annual Return0.650.69
    R-squared (against Standard Index)88.0283.15
    Standard Deviation18.3218.15
    Sharpe Ratio0.370.40
    Treynor Ratio4.735.44