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Munder Small-Cap Value C (MCVCX)
On
Jan 6
:
15.32
0.09
(0.59%)
MORE ON MCVCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
23.70%
Worst 1 Yr Total Return
(2008)
:
-47.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCVCX
Category
Alpha (against Standard Index)
-8.35
-0.48
Beta (against Standard Index)
1.31
1.16
Mean Annual Return
-16.59
-0.45
R-squared (against Standard Index)
91
86.39
Standard Deviation
27.29
24.75
Sharpe Ratio
-0.60
N/A
Treynor Ratio
-14.39
N/A
5 Years
Statistic
MCVCX
Category
Alpha (against Standard Index)
-5.69
0.00
Beta (against Standard Index)
1.34
1.17
Mean Annual Return
-6.46
0.16
R-squared (against Standard Index)
88
83.41
Standard Deviation
22.87
20.64
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-7.05
N/A
10 Years
Statistic
MCVCX
Category
Alpha (against Standard Index)
6.95
7.16
Beta (against Standard Index)
1.02
1.00
Mean Annual Return
5.69
0.66
R-squared (against Standard Index)
66
64.42
Standard Deviation
20.37
20.26
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.71
N/A
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