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Monday, November 30, 2009, 11:09PM ET - U.S. Markets Closed.
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Matthews Korea (MAKOX)
On
Nov 30
:
4.19
0.09
(2.20%)
MORE ON MAKOX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
58.76%
Worst 1 Yr Total Return
(2008)
:
-52.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MAKOX
Category
Alpha (against Standard Index)
7.83
17.81
Beta (against Standard Index)
1.35
1.24
Mean Annual Return
-3.22
1.19
R-squared (against Standard Index)
71
74.45
Standard Deviation
38.13
34.74
Sharpe Ratio
0.04
N/A
Treynor Ratio
-4.18
N/A
5 Years
Statistic
MAKOX
Category
Alpha (against Standard Index)
7.49
10.50
Beta (against Standard Index)
1.34
1.22
Mean Annual Return
11.39
1.53
R-squared (against Standard Index)
68
74.58
Standard Deviation
32.10
28.24
Sharpe Ratio
0.40
N/A
Treynor Ratio
6.24
N/A
10 Years
Statistic
MAKOX
Category
Alpha (against Standard Index)
11.22
9.75
Beta (against Standard Index)
1.29
1.13
Mean Annual Return
10.53
1.13
R-squared (against Standard Index)
51
62.61
Standard Deviation
32.24
25.87
Sharpe Ratio
0.38
N/A
Treynor Ratio
5.88
N/A
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