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Manning & Napier Pro-Blend Max Term S (EXHAX)
On
Dec 3
:
14.08
0.08
(0.56%)
MORE ON EXHAX
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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)
:
20.49%
Worst 1 Yr Total Return
(2008)
:
-35.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EXHAX
Category
Alpha (against Standard Index)
3.09
0.38
Beta (against Standard Index)
0.99
1.00
Mean Annual Return
-4.05
-0.41
R-squared (against Standard Index)
93
95.50
Standard Deviation
19.95
20.09
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-6.57
N/A
5 Years
Statistic
EXHAX
Category
Alpha (against Standard Index)
3.45
0.26
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
3.81
0.16
R-squared (against Standard Index)
91
94.84
Standard Deviation
16.34
16.47
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.81
N/A
10 Years
Statistic
EXHAX
Category
Alpha (against Standard Index)
6.62
0.84
Beta (against Standard Index)
0.90
0.97
Mean Annual Return
6.14
0.11
R-squared (against Standard Index)
83
91.16
Standard Deviation
15.88
16.35
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.53
N/A
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