Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Thursday, December 24, 2009, 6:14PM ET - U.S. Markets closed early today. Dow Up 0.51% Nasdaq Up 0.71%
Mutual Global Discovery Z (MDISX)On Dec 24: 27.05  Up 0.03 (0.11%)  
MORE ON MDISX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get 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
StatisticMDISXCategory
Alpha (against Standard Index)0.660.27
Beta (against Standard Index)0.460.91
Mean Annual Return-0.11-0.17
R-squared (against Standard Index)8190.08
Standard Deviation12.1322.93
Sharpe Ratio-0.13N/A
Treynor Ratio-5.21N/A
5 Years
StatisticMDISXCategory
Alpha (against Standard Index)3.34-0.86
Beta (against Standard Index)0.480.90
Mean Annual Return7.440.41
R-squared (against Standard Index)7888.40
Standard Deviation10.7518.93
Sharpe Ratio0.45N/A
Treynor Ratio9.23N/A
10 Years
StatisticMDISXCategory
Alpha (against Standard Index)6.080.53
Beta (against Standard Index)0.500.92
Mean Annual Return9.100.33
R-squared (against Standard Index)7379.83
Standard Deviation10.5118.84
Sharpe Ratio0.61N/A
Treynor Ratio12.40N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center