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MTB Short Duration Govt Bd Instl I (GVLDX)
On
Dec 4
:
9.94
0.03
(0.30%)
MORE ON GVLDX
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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
(2007)
:
5.95%
Worst 1 Yr Total Return
(2004)
:
1.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GVLDX
Category
Alpha (against Standard Index)
1.84
1.08
Beta (against Standard Index)
0.20
0.37
Mean Annual Return
5.12
0.41
R-squared (against Standard Index)
44
48.77
Standard Deviation
1.15
2.20
Sharpe Ratio
2.09
N/A
Treynor Ratio
13.34
N/A
5 Years
Statistic
GVLDX
Category
Alpha (against Standard Index)
0.56
-0.02
Beta (against Standard Index)
0.25
0.39
Mean Annual Return
4.11
0.31
R-squared (against Standard Index)
52
53.98
Standard Deviation
1.15
1.94
Sharpe Ratio
0.84
N/A
Treynor Ratio
4.42
N/A
10 Years
Statistic
GVLDX
Category
Alpha (against Standard Index)
0.25
-0.11
Beta (against Standard Index)
0.31
0.46
Mean Annual Return
4.27
0.36
R-squared (against Standard Index)
64
65.31
Standard Deviation
1.48
2.21
Sharpe Ratio
0.86
N/A
Treynor Ratio
4.19
N/A
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