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Mutual Global Discovery Z (MDISX)
On
Dec 24
:
27.05
0.03
(0.11%)
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
23.43%
Worst 1 Yr Total Return
(2008)
:
-26.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MDISX
Category
Alpha (against Standard Index)
0.66
0.27
Beta (against Standard Index)
0.46
0.91
Mean Annual Return
-0.11
-0.17
R-squared (against Standard Index)
81
90.08
Standard Deviation
12.13
22.93
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-5.21
N/A
5 Years
Statistic
MDISX
Category
Alpha (against Standard Index)
3.34
-0.86
Beta (against Standard Index)
0.48
0.90
Mean Annual Return
7.44
0.41
R-squared (against Standard Index)
78
88.40
Standard Deviation
10.75
18.93
Sharpe Ratio
0.45
N/A
Treynor Ratio
9.23
N/A
10 Years
Statistic
MDISX
Category
Alpha (against Standard Index)
6.08
0.53
Beta (against Standard Index)
0.50
0.92
Mean Annual Return
9.10
0.33
R-squared (against Standard Index)
73
79.83
Standard Deviation
10.51
18.84
Sharpe Ratio
0.61
N/A
Treynor Ratio
12.40
N/A
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