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Tuesday, December 1, 2009, 8:24PM ET - U.S. Markets Closed.
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MainStay Equity Index A (MCSEX)
On
Dec 1
:
40.00
0.48
(1.21%)
MORE ON MCSEX
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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
(2006)
:
15.14%
Worst 1 Yr Total Return
(2008)
:
-37.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCSEX
Category
Alpha (against Standard Index)
-0.48
0.38
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-7.47
-0.41
R-squared (against Standard Index)
99
95.50
Standard Deviation
19.59
20.09
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-9.88
N/A
5 Years
Statistic
MCSEX
Category
Alpha (against Standard Index)
-0.52
0.26
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-0.19
0.16
R-squared (against Standard Index)
99
94.84
Standard Deviation
15.97
16.47
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.21
N/A
10 Years
Statistic
MCSEX
Category
Alpha (against Standard Index)
-0.68
0.84
Beta (against Standard Index)
1.00
0.97
Mean Annual Return
-1.62
0.11
R-squared (against Standard Index)
99
91.16
Standard Deviation
16.12
16.35
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-4.59
N/A
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