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Manning & Napier Life Sciences (EXLSX)
On
Nov 30
:
10.00
0.01
(0.10%)
MORE ON EXLSX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
14.16%
Worst 1 Yr Total Return
(2008)
:
-38.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EXLSX
Category
Alpha (against Standard Index)
6.75
2.21
Beta (against Standard Index)
1.06
0.72
Mean Annual Return
-2.09
-0.08
R-squared (against Standard Index)
72
62.22
Standard Deviation
24.25
18.26
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-4.28
N/A
5 Years
Statistic
EXLSX
Category
Alpha (against Standard Index)
5.79
2.35
Beta (against Standard Index)
1.05
0.73
Mean Annual Return
5.40
0.36
R-squared (against Standard Index)
71
57.56
Standard Deviation
19.74
15.68
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.26
N/A
10 Years
Statistic
EXLSX
Category
Alpha (against Standard Index)
N/A
6.46
Beta (against Standard Index)
N/A
0.61
Mean Annual Return
N/A
0.65
R-squared (against Standard Index)
N/A
28.51
Standard Deviation
N/A
19.99
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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