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Nationwide Short Duration Bond Service (MCAFX)
On
Dec 4
:
10.20
0.02
(0.20%)
MORE ON MCAFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.45%
Worst 1 Yr Total Return
(2005)
:
1.51%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCAFX
Category
Alpha (against Standard Index)
0.90
-0.26
Beta (against Standard Index)
0.28
0.38
Mean Annual Return
4.44
0.30
R-squared (against Standard Index)
42
32.40
Standard Deviation
1.69
3.42
Sharpe Ratio
1.12
N/A
Treynor Ratio
7.26
N/A
5 Years
Statistic
MCAFX
Category
Alpha (against Standard Index)
-0.01
-0.58
Beta (against Standard Index)
0.29
0.40
Mean Annual Return
3.60
0.27
R-squared (against Standard Index)
47
36.30
Standard Deviation
1.46
2.80
Sharpe Ratio
0.37
N/A
Treynor Ratio
2.01
N/A
10 Years
Statistic
MCAFX
Category
Alpha (against Standard Index)
0.50
-0.21
Beta (against Standard Index)
0.13
0.44
Mean Annual Return
3.93
0.35
R-squared (against Standard Index)
20
45.80
Standard Deviation
1.07
2.67
Sharpe Ratio
0.83
N/A
Treynor Ratio
7.18
N/A
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