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MTB Small-Cap Growth Instl I (ARPEX)
On
Dec 1
:
12.29
0.29
(2.42%)
MORE ON ARPEX
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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
(2006)
:
20.87%
Worst 1 Yr Total Return
(2008)
:
-45.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ARPEX
Category
Alpha (against Standard Index)
0.65
1.71
Beta (against Standard Index)
1.17
1.15
Mean Annual Return
-8.77
-0.40
R-squared (against Standard Index)
85
85.55
Standard Deviation
24.87
24.28
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-9.53
N/A
5 Years
Statistic
ARPEX
Category
Alpha (against Standard Index)
2.06
1.12
Beta (against Standard Index)
1.26
1.19
Mean Annual Return
0.75
0.21
R-squared (against Standard Index)
78
81.02
Standard Deviation
22.63
21.15
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.81
N/A
10 Years
Statistic
ARPEX
Category
Alpha (against Standard Index)
6.64
5.25
Beta (against Standard Index)
1.08
1.18
Mean Annual Return
3.27
0.43
R-squared (against Standard Index)
40
56.73
Standard Deviation
27.21
25.52
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.27
N/A
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