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Mairs & Power Balanced Inv (MAPOX)
On
Dec 4
:
56.06
0.25
(0.45%)
MORE ON MAPOX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.10%
Worst 1 Yr Total Return
(2008)
:
-21.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MAPOX
Category
Alpha (against Standard Index)
-1.28
-2.88
Beta (against Standard Index)
0.97
1.08
Mean Annual Return
-0.77
-0.13
R-squared (against Standard Index)
92
93.44
Standard Deviation
13.30
14.69
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-3.28
N/A
5 Years
Statistic
MAPOX
Category
Alpha (against Standard Index)
-1.17
-2.47
Beta (against Standard Index)
0.96
1.06
Mean Annual Return
3.35
0.23
R-squared (against Standard Index)
91
92.52
Standard Deviation
10.84
11.89
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.34
N/A
10 Years
Statistic
MAPOX
Category
Alpha (against Standard Index)
0.33
-2.17
Beta (against Standard Index)
0.91
1.05
Mean Annual Return
4.88
0.26
R-squared (against Standard Index)
80
86.72
Standard Deviation
10.12
11.31
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.10
N/A
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