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MainStay Balanced A (MBNAX)
On
Dec 29
:
23.32
0.01
(0.04%)
MORE ON MBNAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
10.29%
Worst 1 Yr Total Return
(2008)
:
-25.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MBNAX
Category
Alpha (against Standard Index)
-3.47
-2.96
Beta (against Standard Index)
1.06
1.07
Mean Annual Return
-2.59
-0.09
R-squared (against Standard Index)
96
93.10
Standard Deviation
14.30
14.78
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-4.61
N/A
5 Years
Statistic
MBNAX
Category
Alpha (against Standard Index)
-3.26
-2.53
Beta (against Standard Index)
1.05
1.06
Mean Annual Return
1.49
0.24
R-squared (against Standard Index)
95
92.17
Standard Deviation
11.59
11.94
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-1.43
N/A
10 Years
Statistic
MBNAX
Category
Alpha (against Standard Index)
0.75
-2.27
Beta (against Standard Index)
0.92
1.06
Mean Annual Return
5.49
0.27
R-squared (against Standard Index)
80
86.88
Standard Deviation
10.19
11.38
Sharpe Ratio
0.29
N/A
Treynor Ratio
2.81
N/A
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