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MainStay Convertible C (MCCVX)
On
Dec 4
:
13.54
0.04
(0.30%)
MORE ON MCCVX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
13.95%
Worst 1 Yr Total Return
(2008)
:
-34.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCCVX
Category
Alpha (against Standard Index)
0.63
-0.75
Beta (against Standard Index)
1.22
1.22
Mean Annual Return
0.18
0.03
R-squared (against Standard Index)
84
80.59
Standard Deviation
17.52
17.91
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.83
N/A
5 Years
Statistic
MCCVX
Category
Alpha (against Standard Index)
-0.62
-1.78
Beta (against Standard Index)
1.22
1.22
Mean Annual Return
4.01
0.32
R-squared (against Standard Index)
83
80.06
Standard Deviation
14.38
14.68
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.81
N/A
10 Years
Statistic
MCCVX
Category
Alpha (against Standard Index)
-0.52
-0.29
Beta (against Standard Index)
1.18
1.20
Mean Annual Return
4.23
0.44
R-squared (against Standard Index)
79
71.30
Standard Deviation
13.11
14.17
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.07
N/A
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