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MTB Intermediate-Term Bd A (GVITX)
On
Jan 6
:
10.51
0.01
(0.10%)
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.56%
Worst 1 Yr Total Return
(2005)
:
1.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GVITX
Category
Alpha (against Standard Index)
1.73
-1.73
Beta (against Standard Index)
0.64
1.02
Mean Annual Return
6.72
0.39
R-squared (against Standard Index)
78
59.65
Standard Deviation
2.79
5.93
Sharpe Ratio
1.44
N/A
Treynor Ratio
6.98
N/A
5 Years
Statistic
GVITX
Category
Alpha (against Standard Index)
0.56
-1.13
Beta (against Standard Index)
0.71
0.98
Mean Annual Return
5.35
0.35
R-squared (against Standard Index)
82
61.85
Standard Deviation
2.69
4.90
Sharpe Ratio
0.81
N/A
Treynor Ratio
3.35
N/A
10 Years
Statistic
GVITX
Category
Alpha (against Standard Index)
-0.14
-0.67
Beta (against Standard Index)
0.82
0.96
Mean Annual Return
5.65
0.46
R-squared (against Standard Index)
87
70.95
Standard Deviation
3.26
4.48
Sharpe Ratio
0.81
N/A
Treynor Ratio
3.34
N/A
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