• FirefoxUpgrade to the new Firefox »
  •  Dow Up0.15% Nasdaq Up0.36%

    The MP 63 (DRIPX)

    19.32 Up 0.05(0.26%) Dec 19

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up11
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):32.57%
    Worst 1 Yr Total Return(Dec 30, 2008):-31.10%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.41-1.70
    Beta (against Standard Index)0.871.02
    Mean Annual Return1.541.52
    R-squared (against Standard Index)88.0092.05
    Standard Deviation8.429.65
    Sharpe Ratio2.191.90
    Treynor Ratio22.5218.98
    5 Years
    Alpha (against Standard Index)-0.70-1.60
    Beta (against Standard Index)0.971.02
    Mean Annual Return1.211.21
    R-squared (against Standard Index)94.8095.59
    Standard Deviation12.9413.61
    Sharpe Ratio1.121.07
    Treynor Ratio15.0014.18
    10 Years
    Alpha (against Standard Index)-0.09-0.59
    Beta (against Standard Index)0.981.01
    Mean Annual Return0.720.70
    R-squared (against Standard Index)94.5094.89
    Standard Deviation14.7715.25
    Sharpe Ratio0.480.45
    Treynor Ratio6.395.88