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Matthews China (MCHFX)
On
Dec 4
:
25.76
0.17
(0.66%)
MORE ON MCHFX
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Research Reports
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)
:
70.14%
Worst 1 Yr Total Return
(2008)
:
-48.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCHFX
Category
Alpha (against Standard Index)
28.01
17.81
Beta (against Standard Index)
1.23
1.24
Mean Annual Return
20.00
1.19
R-squared (against Standard Index)
72
74.45
Standard Deviation
34.84
34.74
Sharpe Ratio
0.64
N/A
Treynor Ratio
14.27
N/A
5 Years
Statistic
MCHFX
Category
Alpha (against Standard Index)
15.86
10.50
Beta (against Standard Index)
1.18
1.22
Mean Annual Return
21.42
1.53
R-squared (against Standard Index)
69
74.58
Standard Deviation
28.14
28.24
Sharpe Ratio
0.73
N/A
Treynor Ratio
15.65
N/A
10 Years
Statistic
MCHFX
Category
Alpha (against Standard Index)
16.32
9.75
Beta (against Standard Index)
1.00
1.13
Mean Annual Return
18.17
1.13
R-squared (against Standard Index)
51
62.61
Standard Deviation
25.17
25.87
Sharpe Ratio
0.68
N/A
Treynor Ratio
15.25
N/A
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