Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 1, 2009, 2:01PM ET - U.S. Markets close in 1 hour and 59 minutes.
Dow
1.39%
Nasdaq
1.67%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
MTB Mid-Cap Growth A (AMCRX)
On
Nov 30
:
10.50
0.03
(0.28%)
MORE ON AMCRX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
17.88%
Worst 1 Yr Total Return
(2008)
:
-43.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMCRX
Category
Alpha (against Standard Index)
7.60
3.31
Beta (against Standard Index)
1.20
1.09
Mean Annual Return
-2.42
-0.23
R-squared (against Standard Index)
86
84.23
Standard Deviation
25.13
23.37
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-4.05
N/A
5 Years
Statistic
AMCRX
Category
Alpha (against Standard Index)
4.29
2.25
Beta (against Standard Index)
1.22
1.13
Mean Annual Return
3.37
0.31
R-squared (against Standard Index)
83
81.04
Standard Deviation
21.23
20.00
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.28
N/A
10 Years
Statistic
AMCRX
Category
Alpha (against Standard Index)
6.51
4.42
Beta (against Standard Index)
1.12
1.13
Mean Annual Return
4.43
0.37
R-squared (against Standard Index)
73
60.91
Standard Deviation
21.04
23.71
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.31
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center