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Managers Fixed Income B (MFDBX)
On
Dec 2
:
10.42
0.00
(0.00%)
MORE ON MFDBX
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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)
:
6.25%
Worst 1 Yr Total Return
(2008)
:
-11.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MFDBX
Category
Alpha (against Standard Index)
-4.22
-1.72
Beta (against Standard Index)
1.75
1.02
Mean Annual Return
4.56
0.39
R-squared (against Standard Index)
57
59.27
Standard Deviation
9.46
5.93
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.23
N/A
5 Years
Statistic
MFDBX
Category
Alpha (against Standard Index)
-1.61
-1.05
Beta (against Standard Index)
1.53
0.98
Mean Annual Return
4.26
0.33
R-squared (against Standard Index)
55
61.87
Standard Deviation
7.53
4.88
Sharpe Ratio
0.20
N/A
Treynor Ratio
0.81
N/A
10 Years
Statistic
MFDBX
Category
Alpha (against Standard Index)
-0.80
-0.65
Beta (against Standard Index)
1.12
0.96
Mean Annual Return
5.77
0.45
R-squared (against Standard Index)
50
71.12
Standard Deviation
5.99
4.47
Sharpe Ratio
0.48
N/A
Treynor Ratio
2.50
N/A
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