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MainStay Government B (MCSGX)
On
Feb 9
:
8.73
0.01
(0.11%)
MORE ON MCSGX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
8.18%
Worst 1 Yr Total Return
(2009)
:
0.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCSGX
Category
Alpha (against Standard Index)
-0.88
0.21
Beta (against Standard Index)
0.94
0.78
Mean Annual Return
5.37
0.48
R-squared (against Standard Index)
83
65.97
Standard Deviation
4.33
4.17
Sharpe Ratio
0.77
N/A
Treynor Ratio
3.61
N/A
5 Years
Statistic
MCSGX
Category
Alpha (against Standard Index)
-1.14
-0.26
Beta (against Standard Index)
0.94
0.80
Mean Annual Return
3.83
0.37
R-squared (against Standard Index)
87
71.52
Standard Deviation
3.77
3.58
Sharpe Ratio
0.25
N/A
Treynor Ratio
0.98
N/A
10 Years
Statistic
MCSGX
Category
Alpha (against Standard Index)
-1.75
-0.45
Beta (against Standard Index)
1.04
0.85
Mean Annual Return
4.81
0.45
R-squared (against Standard Index)
91
78.71
Standard Deviation
4.17
3.73
Sharpe Ratio
0.48
N/A
Treynor Ratio
1.91
N/A
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