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Merger (MERFX)
On
Dec 7
:
15.45
0.00
(0.00%)
MORE ON MERFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
10.98%
Worst 1 Yr Total Return
(2008)
:
-2.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MERFX
Category
Alpha (against Standard Index)
3.70
0.85
Beta (against Standard Index)
-2.25
-3.54
Mean Annual Return
3.09
-0.11
R-squared (against Standard Index)
5
5.70
Standard Deviation
4.96
10.82
Sharpe Ratio
0.16
N/A
Treynor Ratio
-0.30
N/A
5 Years
Statistic
MERFX
Category
Alpha (against Standard Index)
3.02
2.74
Beta (against Standard Index)
-2.02
-4.26
Mean Annual Return
4.51
0.22
R-squared (against Standard Index)
4
5.13
Standard Deviation
4.45
9.31
Sharpe Ratio
0.35
N/A
Treynor Ratio
-0.74
N/A
10 Years
Statistic
MERFX
Category
Alpha (against Standard Index)
2.81
2.70
Beta (against Standard Index)
-1.51
-2.55
Mean Annual Return
4.82
0.34
R-squared (against Standard Index)
1
1.73
Standard Deviation
4.98
8.43
Sharpe Ratio
0.39
N/A
Treynor Ratio
-1.23
N/A
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