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FDP Ser MFS Research Intl FDP Inv B (MBIQX)
On
Dec 17
:
9.93
0.21
(2.07%)
MORE ON MBIQX
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Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
24.74%
Worst 1 Yr Total Return
(2008)
:
-42.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MBIQX
Category
Alpha (against Standard Index)
0.34
0.11
Beta (against Standard Index)
1.04
1.02
Mean Annual Return
-5.73
-0.23
R-squared (against Standard Index)
97
95.97
Standard Deviation
25.35
24.84
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-7.68
N/A
5 Years
Statistic
MBIQX
Category
Alpha (against Standard Index)
N/A
0.08
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.51
R-squared (against Standard Index)
N/A
95.66
Standard Deviation
N/A
20.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
MBIQX
Category
Alpha (against Standard Index)
N/A
-0.14
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.28
R-squared (against Standard Index)
N/A
92.61
Standard Deviation
N/A
18.91
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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