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Munder Healthcare K (MFHKX)
On
Dec 4
:
23.60
0.05
(0.21%)
MORE ON MFHKX
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Research Reports
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)
:
12.10%
Worst 1 Yr Total Return
(2008)
:
-23.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MFHKX
Category
Alpha (against Standard Index)
-1.09
2.21
Beta (against Standard Index)
0.64
0.72
Mean Annual Return
-4.83
-0.08
R-squared (against Standard Index)
61
62.22
Standard Deviation
16.07
18.26
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-11.31
N/A
5 Years
Statistic
MFHKX
Category
Alpha (against Standard Index)
-0.79
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
13.80
15.68
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-4.16
N/A
10 Years
Statistic
MFHKX
Category
Alpha (against Standard Index)
9.77
6.46
Beta (against Standard Index)
0.81
0.61
Mean Annual Return
7.35
0.65
R-squared (against Standard Index)
22
28.51
Standard Deviation
27.47
19.99
Sharpe Ratio
0.28
N/A
Treynor Ratio
5.43
N/A
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