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Managers Fremont Bond (MBDFX)
On
Nov 27
:
10.67
0.00
(0.00%)
MORE ON MBDFX
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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
(2007)
:
8.81%
Worst 1 Yr Total Return
(2008)
:
-0.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MBDFX
Category
Alpha (against Standard Index)
2.08
-1.72
Beta (against Standard Index)
0.96
1.02
Mean Annual Return
8.32
0.39
R-squared (against Standard Index)
43
59.27
Standard Deviation
5.89
5.93
Sharpe Ratio
0.97
N/A
Treynor Ratio
6.13
N/A
5 Years
Statistic
MBDFX
Category
Alpha (against Standard Index)
1.30
-1.05
Beta (against Standard Index)
0.97
0.98
Mean Annual Return
6.31
0.33
R-squared (against Standard Index)
51
61.87
Standard Deviation
4.91
4.88
Sharpe Ratio
0.65
N/A
Treynor Ratio
3.38
N/A
10 Years
Statistic
MBDFX
Category
Alpha (against Standard Index)
0.97
-0.65
Beta (against Standard Index)
1.01
0.96
Mean Annual Return
7.34
0.45
R-squared (against Standard Index)
68
71.12
Standard Deviation
4.59
4.47
Sharpe Ratio
0.92
N/A
Treynor Ratio
4.33
N/A
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