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Saturday, December 5, 2009, 5:02PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Essex Small/Micro Cap Growth A (MBRSX)On Dec 4: 14.44  Up 0.28 (1.98%)  
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Risk  As of 31-Oct-09Get 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
StatisticMBRSXCategory
Alpha (against Standard Index)0.321.71
Beta (against Standard Index)1.191.15
Mean Annual Return-9.72-0.40
R-squared (against Standard Index)7785.55
Standard Deviation26.5924.28
Sharpe Ratio-0.33N/A
Treynor Ratio-10.19N/A
5 Years
StatisticMBRSXCategory
Alpha (against Standard Index)2.041.12
Beta (against Standard Index)1.271.19
Mean Annual Return0.360.21
R-squared (against Standard Index)7181.02
Standard Deviation23.8421.15
Sharpe Ratio0.01N/A
Treynor Ratio-2.11N/A
10 Years
StatisticMBRSXCategory
Alpha (against Standard Index)N/A5.25
Beta (against Standard Index)N/A1.18
Mean Annual ReturnN/A0.43
R-squared (against Standard Index)N/A56.73
Standard DeviationN/A25.52
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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