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MTB Mid-Cap Growth B (MCEBX)
On
Dec 2
:
10.15
0.03
(0.30%)
MORE ON MCEBX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
17.01%
Worst 1 Yr Total Return
(2008)
:
-43.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCEBX
Category
Alpha (against Standard Index)
6.79
3.31
Beta (against Standard Index)
1.19
1.09
Mean Annual Return
-3.18
-0.23
R-squared (against Standard Index)
86
84.23
Standard Deviation
25.08
23.37
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-4.69
N/A
5 Years
Statistic
MCEBX
Category
Alpha (against Standard Index)
3.49
2.25
Beta (against Standard Index)
1.22
1.13
Mean Annual Return
2.56
0.31
R-squared (against Standard Index)
83
81.04
Standard Deviation
21.19
20.00
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.38
N/A
10 Years
Statistic
MCEBX
Category
Alpha (against Standard Index)
5.79
4.42
Beta (against Standard Index)
1.12
1.13
Mean Annual Return
3.69
0.37
R-squared (against Standard Index)
73
60.91
Standard Deviation
21.00
23.71
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.65
N/A
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