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MTB Multi Cap Growth A (ARGAX)
On
Dec 2
:
15.52
0.03
(0.19%)
MORE ON ARGAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
12.98%
Worst 1 Yr Total Return
(2008)
:
-41.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ARGAX
Category
Alpha (against Standard Index)
3.42
2.45
Beta (against Standard Index)
1.09
1.00
Mean Annual Return
-4.90
-0.24
R-squared (against Standard Index)
93
88.47
Standard Deviation
22.00
20.84
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-6.73
N/A
5 Years
Statistic
ARGAX
Category
Alpha (against Standard Index)
1.04
0.94
Beta (against Standard Index)
1.11
1.01
Mean Annual Return
0.82
0.21
R-squared (against Standard Index)
92
86.37
Standard Deviation
18.31
17.46
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-1.99
N/A
10 Years
Statistic
ARGAX
Category
Alpha (against Standard Index)
-0.57
0.18
Beta (against Standard Index)
1.09
1.04
Mean Annual Return
-2.33
0.04
R-squared (against Standard Index)
81
78.62
Standard Deviation
19.48
19.22
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.88
N/A
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