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MainStay MAP A (MAPAX)
On
Dec 2
:
27.35
0.01
(0.04%)
MORE ON MAPAX
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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
(2006)
:
16.07%
Worst 1 Yr Total Return
(2008)
:
-37.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MAPAX
Category
Alpha (against Standard Index)
2.11
0.38
Beta (against Standard Index)
1.05
1.00
Mean Annual Return
-5.61
-0.41
R-squared (against Standard Index)
98
95.50
Standard Deviation
20.69
20.09
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-7.64
N/A
5 Years
Statistic
MAPAX
Category
Alpha (against Standard Index)
2.10
0.26
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
2.20
0.16
R-squared (against Standard Index)
97
94.84
Standard Deviation
17.06
16.47
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.78
N/A
10 Years
Statistic
MAPAX
Category
Alpha (against Standard Index)
5.98
0.84
Beta (against Standard Index)
0.94
0.97
Mean Annual Return
5.30
0.11
R-squared (against Standard Index)
88
91.16
Standard Deviation
16.16
16.35
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.48
N/A
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