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Munder Healthcare C (MFHCX)
On
Dec 7
:
21.43
0.01
(0.05%)
MORE ON MFHCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
11.25%
Worst 1 Yr Total Return
(2008)
:
-24.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MFHCX
Category
Alpha (against Standard Index)
-1.84
2.21
Beta (against Standard Index)
0.64
0.72
Mean Annual Return
-5.53
-0.08
R-squared (against Standard Index)
61
62.22
Standard Deviation
16.05
18.26
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-12.42
N/A
5 Years
Statistic
MFHCX
Category
Alpha (against Standard Index)
-1.54
2.35
Beta (against Standard Index)
0.64
0.73
Mean Annual Return
-0.37
0.36
R-squared (against Standard Index)
54
57.56
Standard Deviation
13.78
15.68
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.34
N/A
10 Years
Statistic
MFHCX
Category
Alpha (against Standard Index)
9.01
6.46
Beta (against Standard Index)
0.81
0.61
Mean Annual Return
6.55
0.65
R-squared (against Standard Index)
22
28.51
Standard Deviation
27.45
19.99
Sharpe Ratio
0.25
N/A
Treynor Ratio
4.45
N/A
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