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MEMBERS Mid Cap Growth B (MERBX)
On
Dec 24
:
5.03
0.02
(0.40%)
MORE ON MERBX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.39%
Worst 1 Yr Total Return
(2008)
:
-47.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MERBX
Category
Alpha (against Standard Index)
0.51
2.05
Beta (against Standard Index)
1.26
1.08
Mean Annual Return
-8.40
-0.20
R-squared (against Standard Index)
85
84.21
Standard Deviation
27.03
23.41
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-8.50
N/A
5 Years
Statistic
MERBX
Category
Alpha (against Standard Index)
0.23
1.56
Beta (against Standard Index)
1.26
1.11
Mean Annual Return
-0.47
0.29
R-squared (against Standard Index)
84
80.86
Standard Deviation
22.03
19.91
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.75
N/A
10 Years
Statistic
MERBX
Category
Alpha (against Standard Index)
N/A
3.33
Beta (against Standard Index)
N/A
1.11
Mean Annual Return
N/A
0.32
R-squared (against Standard Index)
N/A
61.70
Standard Deviation
N/A
23.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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