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Manning & Napier Equity (EXEYX)
On
Dec 29
:
17.13
0.02
(0.12%)
MORE ON EXEYX
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Research Reports
Risk
As of 30-Nov-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
(2006)
:
20.57%
Worst 1 Yr Total Return
(2008)
:
-36.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EXEYX
Category
Alpha (against Standard Index)
2.27
0.06
Beta (against Standard Index)
1.03
1.00
Mean Annual Return
-4.12
-0.33
R-squared (against Standard Index)
88
95.82
Standard Deviation
21.68
20.42
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.23
N/A
5 Years
Statistic
EXEYX
Category
Alpha (against Standard Index)
3.62
0.04
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
4.10
0.17
R-squared (against Standard Index)
86
95.19
Standard Deviation
17.74
16.64
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.08
N/A
10 Years
Statistic
EXEYX
Category
Alpha (against Standard Index)
6.00
0.81
Beta (against Standard Index)
0.97
0.96
Mean Annual Return
5.43
0.14
R-squared (against Standard Index)
81
91.13
Standard Deviation
17.42
16.39
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.59
N/A
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