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Meridian Growth (MERDX)
On
Nov 30
:
32.64
0.08
(0.25%)
MORE ON MERDX
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Risk
As of 31-Oct-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)
:
15.81%
Worst 1 Yr Total Return
(2008)
:
-30.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MERDX
Category
Alpha (against Standard Index)
4.59
3.31
Beta (against Standard Index)
0.94
1.09
Mean Annual Return
-2.16
-0.23
R-squared (against Standard Index)
88
84.23
Standard Deviation
19.54
23.37
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-4.87
N/A
5 Years
Statistic
MERDX
Category
Alpha (against Standard Index)
2.75
2.25
Beta (against Standard Index)
0.97
1.13
Mean Annual Return
3.07
0.31
R-squared (against Standard Index)
86
81.04
Standard Deviation
16.64
20.00
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.05
N/A
10 Years
Statistic
MERDX
Category
Alpha (against Standard Index)
9.59
4.42
Beta (against Standard Index)
0.93
1.13
Mean Annual Return
8.94
0.37
R-squared (against Standard Index)
72
60.91
Standard Deviation
17.57
23.71
Sharpe Ratio
0.41
N/A
Treynor Ratio
6.42
N/A
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