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Madison Mosaic VA Tax-Free (GTVAX)
On
Dec 8
:
11.81
0.01
(0.08%)
MORE ON GTVAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2006)
:
3.29%
Worst 1 Yr Total Return
(2008)
:
1.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GTVAX
Category
Alpha (against Standard Index)
-0.15
-2.20
Beta (against Standard Index)
0.81
1.19
Mean Annual Return
3.70
0.20
R-squared (against Standard Index)
90
87.28
Standard Deviation
5.12
7.96
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.58
N/A
5 Years
Statistic
GTVAX
Category
Alpha (against Standard Index)
-0.81
-1.03
Beta (against Standard Index)
0.84
1.11
Mean Annual Return
3.15
0.28
R-squared (against Standard Index)
90
90.28
Standard Deviation
4.32
5.80
Sharpe Ratio
0.05
N/A
Treynor Ratio
0.15
N/A
10 Years
Statistic
GTVAX
Category
Alpha (against Standard Index)
-0.72
-0.99
Beta (against Standard Index)
0.94
1.07
Mean Annual Return
4.75
0.40
R-squared (against Standard Index)
93
91.11
Standard Deviation
4.54
5.25
Sharpe Ratio
0.40
N/A
Treynor Ratio
1.89
N/A
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