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Managers Fixed Income A (MFDAX)
On
Dec 7
:
10.47
0.03
(0.29%)
MORE ON MFDAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
7.10%
Worst 1 Yr Total Return
(2008)
:
-10.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MFDAX
Category
Alpha (against Standard Index)
-3.43
-1.72
Beta (against Standard Index)
1.74
1.02
Mean Annual Return
5.34
0.39
R-squared (against Standard Index)
56
59.27
Standard Deviation
9.43
5.93
Sharpe Ratio
0.34
N/A
Treynor Ratio
1.69
N/A
5 Years
Statistic
MFDAX
Category
Alpha (against Standard Index)
-0.84
-1.05
Beta (against Standard Index)
1.52
0.98
Mean Annual Return
5.05
0.33
R-squared (against Standard Index)
55
61.87
Standard Deviation
7.51
4.88
Sharpe Ratio
0.30
N/A
Treynor Ratio
1.33
N/A
10 Years
Statistic
MFDAX
Category
Alpha (against Standard Index)
-0.18
-0.65
Beta (against Standard Index)
1.12
0.96
Mean Annual Return
6.41
0.45
R-squared (against Standard Index)
50
71.12
Standard Deviation
5.97
4.47
Sharpe Ratio
0.58
N/A
Treynor Ratio
3.08
N/A
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