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MainStay Balanced B (MBNBX)
On
Dec 10
:
22.96
0.08
(0.35%)
MORE ON MBNBX
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Risk
As of 31-Oct-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)
:
9.50%
Worst 1 Yr Total Return
(2008)
:
-26.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MBNBX
Category
Alpha (against Standard Index)
-4.24
-2.88
Beta (against Standard Index)
1.06
1.08
Mean Annual Return
-3.88
-0.13
R-squared (against Standard Index)
96
93.44
Standard Deviation
14.18
14.69
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-5.96
N/A
5 Years
Statistic
MBNBX
Category
Alpha (against Standard Index)
-3.57
-2.47
Beta (against Standard Index)
1.06
1.06
Mean Annual Return
1.02
0.23
R-squared (against Standard Index)
94
92.52
Standard Deviation
11.72
11.89
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-1.89
N/A
10 Years
Statistic
MBNBX
Category
Alpha (against Standard Index)
-0.17
-2.17
Beta (against Standard Index)
0.91
1.05
Mean Annual Return
4.36
0.26
R-squared (against Standard Index)
80
86.72
Standard Deviation
10.14
11.31
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.52
N/A
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