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MTB Mid-Cap Growth Instl I (ARMEX)
On
Dec 4
:
10.92
0.09
(0.83%)
MORE ON ARMEX
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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)
:
18.09%
Worst 1 Yr Total Return
(2008)
:
-43.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ARMEX
Category
Alpha (against Standard Index)
7.71
3.31
Beta (against Standard Index)
1.19
1.09
Mean Annual Return
-2.30
-0.23
R-squared (against Standard Index)
86
84.23
Standard Deviation
25.11
23.37
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.95
N/A
5 Years
Statistic
ARMEX
Category
Alpha (against Standard Index)
4.41
2.25
Beta (against Standard Index)
1.22
1.13
Mean Annual Return
3.50
0.31
R-squared (against Standard Index)
83
81.04
Standard Deviation
21.22
20.00
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.39
N/A
10 Years
Statistic
ARMEX
Category
Alpha (against Standard Index)
6.64
4.42
Beta (against Standard Index)
1.12
1.13
Mean Annual Return
4.57
0.37
R-squared (against Standard Index)
73
60.91
Standard Deviation
21.02
23.71
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.44
N/A
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