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Essex Small/Micro Cap Growth A (MBRSX)
On
Dec 4
:
14.44
0.28
(1.98%)
MORE ON MBRSX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
17.45%
Worst 1 Yr Total Return
(2008)
:
-47.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MBRSX
Category
Alpha (against Standard Index)
0.32
1.71
Beta (against Standard Index)
1.19
1.15
Mean Annual Return
-9.72
-0.40
R-squared (against Standard Index)
77
85.55
Standard Deviation
26.59
24.28
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-10.19
N/A
5 Years
Statistic
MBRSX
Category
Alpha (against Standard Index)
2.04
1.12
Beta (against Standard Index)
1.27
1.19
Mean Annual Return
0.36
0.21
R-squared (against Standard Index)
71
81.02
Standard Deviation
23.84
21.15
Sharpe Ratio
0.01
N/A
Treynor Ratio
-2.11
N/A
10 Years
Statistic
MBRSX
Category
Alpha (against Standard Index)
N/A
5.25
Beta (against Standard Index)
N/A
1.18
Mean Annual Return
N/A
0.43
R-squared (against Standard Index)
N/A
56.73
Standard Deviation
N/A
25.52
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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