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    GMG Defensive Beta (MPDAX)

    10.69 Down 0.01(0.09%) Jul 28

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up4
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2013):16.29%
    Worst 1 Yr Total Return(Dec 30, 2011):-4.57%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticMPDAXCategory
    Alpha (against Standard Index)-4.69-1.98
    Beta (against Standard Index)0.611.00
    Mean Annual Return0.210.81
    R-squared (against Standard Index)81.4093.89
    Standard Deviation7.6011.60
    Sharpe Ratio0.310.84
    Treynor Ratio3.489.44
    5 Years
    StatisticMPDAXCategory
    Alpha (against Standard Index)-6.06-2.04
    Beta (against Standard Index)0.761.02
    Mean Annual Return0.270.87
    R-squared (against Standard Index)83.4894.84
    Standard Deviation10.0812.75
    Sharpe Ratio0.310.82
    Treynor Ratio3.539.88
    10 Years
    StatisticMPDAXCategory
    Alpha (against Standard Index)N/A-0.90
    Beta (against Standard Index)N/A1.00
    Mean Annual ReturnN/A0.62
    R-squared (against Standard Index)N/A95.39
    Standard DeviationN/A15.68
    Sharpe RatioN/A0.42
    Treynor RatioN/A5.50