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MainStay Mid Cap Value B (MEIBX)
On
Nov 24
:
10.45
0.01
(0.10%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
14.90%
Worst 1 Yr Total Return
(2008)
:
-33.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MEIBX
Category
Alpha (against Standard Index)
-0.17
2.32
Beta (against Standard Index)
1.03
1.15
Mean Annual Return
-7.77
-0.35
R-squared (against Standard Index)
90
90.18
Standard Deviation
21.23
23.68
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-9.86
N/A
5 Years
Statistic
MEIBX
Category
Alpha (against Standard Index)
-0.21
2.22
Beta (against Standard Index)
1.05
1.16
Mean Annual Return
-0.32
0.30
R-squared (against Standard Index)
86
89.12
Standard Deviation
17.98
19.61
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.18
N/A
10 Years
Statistic
MEIBX
Category
Alpha (against Standard Index)
4.66
7.83
Beta (against Standard Index)
0.85
0.94
Mean Annual Return
4.04
0.70
R-squared (against Standard Index)
68
72.23
Standard Deviation
16.72
17.96
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.26
N/A
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