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MainStay Capital Appreciation B (MCSCX)
On
Nov 24
:
23.93
0.07
(0.29%)
MORE ON MCSCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
10.75%
Worst 1 Yr Total Return
(2008)
:
-40.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCSCX
Category
Alpha (against Standard Index)
-0.14
2.45
Beta (against Standard Index)
0.91
1.00
Mean Annual Return
-6.41
-0.24
R-squared (against Standard Index)
86
88.47
Standard Deviation
19.11
20.84
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-9.72
N/A
5 Years
Statistic
MCSCX
Category
Alpha (against Standard Index)
-1.01
0.94
Beta (against Standard Index)
0.93
1.01
Mean Annual Return
-0.62
0.21
R-squared (against Standard Index)
85
86.37
Standard Deviation
16.12
17.46
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-3.90
N/A
10 Years
Statistic
MCSCX
Category
Alpha (against Standard Index)
-4.05
0.18
Beta (against Standard Index)
0.99
1.04
Mean Annual Return
-5.09
0.04
R-squared (against Standard Index)
84
78.62
Standard Deviation
17.45
19.22
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-8.12
N/A
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