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Keeley Mid Cap Value I (KMCIX)
On
Dec 18
:
8.21
0.03
(0.37%)
MORE ON KMCIX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-51.13%
Worst 1 Yr Total Return
(2008)
:
-51.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
KMCIX
Category
Alpha (against Standard Index)
-1.19
1.45
Beta (against Standard Index)
1.36
1.13
Mean Annual Return
-11.39
-0.27
R-squared (against Standard Index)
83
88.11
Standard Deviation
29.73
23.88
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-10.04
N/A
5 Years
Statistic
KMCIX
Category
Alpha (against Standard Index)
N/A
1.17
Beta (against Standard Index)
N/A
1.15
Mean Annual Return
N/A
0.26
R-squared (against Standard Index)
N/A
86.34
Standard Deviation
N/A
19.90
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
KMCIX
Category
Alpha (against Standard Index)
N/A
5.72
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.53
R-squared (against Standard Index)
N/A
73.17
Standard Deviation
N/A
19.87
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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