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MainStay Epoch U.S. All Cap B (MAWBX)
On
Dec 18
:
17.93
0.08
(0.45%)
MORE ON MAWBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
13.92%
Worst 1 Yr Total Return
(2008)
:
-44.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MAWBX
Category
Alpha (against Standard Index)
-0.74
2.20
Beta (against Standard Index)
1.01
0.99
Mean Annual Return
-6.99
-0.14
R-squared (against Standard Index)
86
88.76
Standard Deviation
21.66
21.04
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-9.14
N/A
5 Years
Statistic
MAWBX
Category
Alpha (against Standard Index)
-0.16
0.80
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
0.05
0.24
R-squared (against Standard Index)
84
86.59
Standard Deviation
18.40
17.50
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.80
N/A
10 Years
Statistic
MAWBX
Category
Alpha (against Standard Index)
-3.48
-0.13
Beta (against Standard Index)
1.06
1.04
Mean Annual Return
-4.53
0.05
R-squared (against Standard Index)
84
78.99
Standard Deviation
18.66
19.17
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-7.06
N/A
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