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MTB International Equity A (GVIEX)
On
Dec 24
:
8.52
0.05
(0.59%)
MORE ON GVIEX
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Research Reports
Risk
As of 30-Nov-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)
:
26.32%
Worst 1 Yr Total Return
(2008)
:
-46.11%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GVIEX
Category
Alpha (against Standard Index)
-0.36
0.11
Beta (against Standard Index)
1.06
1.02
Mean Annual Return
-6.58
-0.23
R-squared (against Standard Index)
97
95.97
Standard Deviation
25.80
24.84
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-8.35
N/A
5 Years
Statistic
GVIEX
Category
Alpha (against Standard Index)
-1.37
0.08
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
2.59
0.51
R-squared (against Standard Index)
96
95.66
Standard Deviation
21.07
20.38
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.38
N/A
10 Years
Statistic
GVIEX
Category
Alpha (against Standard Index)
0.30
-0.14
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
2.13
0.28
R-squared (against Standard Index)
95
92.61
Standard Deviation
18.35
18.91
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.80
N/A
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