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MEMBERS Conservative Allocation B (MCNBX)
On
Dec 4
:
9.56
0.00
(0.00%)
MORE ON MCNBX
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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:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
2.73%
Worst 1 Yr Total Return
(2008)
:
-18.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCNBX
Category
Alpha (against Standard Index)
-2.88
-0.86
Beta (against Standard Index)
0.77
0.74
Mean Annual Return
-1.80
0.06
R-squared (against Standard Index)
96
86.33
Standard Deviation
10.31
10.51
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-5.49
N/A
5 Years
Statistic
MCNBX
Category
Alpha (against Standard Index)
N/A
-1.44
Beta (against Standard Index)
N/A
0.71
Mean Annual Return
N/A
0.26
R-squared (against Standard Index)
N/A
84.96
Standard Deviation
N/A
8.32
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
MCNBX
Category
Alpha (against Standard Index)
N/A
-1.02
Beta (against Standard Index)
N/A
0.71
Mean Annual Return
N/A
0.29
R-squared (against Standard Index)
N/A
78.75
Standard Deviation
N/A
8.01
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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