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Matrix Advisors Value (MAVFX)

On Dec 17: 38.74   0.48 (1.22%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 16.31% Worst 1 Yr Total Return (2008): -40.23% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic MAVFX Category Alpha (against Standard Index) 1.59 0.06 Beta (against Standard Index) 1.17 1.00 Mean Annual Return -6.11 -0.33 R-squared (against Standard Index) 94 95.82 Standard Deviation 23.94 20.42 Sharpe Ratio -0.24 N/A Treynor Ratio -7.15 N/A 5 Years Statistic MAVFX Category Alpha (against Standard Index) -0.20 0.04 Beta (against Standard Index) 1.17 1.01 Mean Annual Return -0.23 0.17 R-squared (against Standard Index) 93 95.19 Standard Deviation 19.42 16.64 Sharpe Ratio -0.07 N/A Treynor Ratio -2.75 N/A 10 Years Statistic MAVFX Category Alpha (against Standard Index) 5.15 0.81 Beta (against Standard Index) 1.12 0.96 Mean Annual Return 3.71 0.14 R-squared (against Standard Index) 83 91.13 Standard Deviation 19.97 16.39 Sharpe Ratio 0.14 N/A Treynor Ratio 0.70 N/A
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