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Tuesday, December 15, 2009, 7:06PM ET - U.S. Markets Closed.
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Marketfield (MFLDX)
On
Dec 15
:
11.73
0.05
(0.42%)
MORE ON MFLDX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-12.88%
Worst 1 Yr Total Return
(2008)
:
-12.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MFLDX
Category
Alpha (against Standard Index)
N/A
1.21
Beta (against Standard Index)
N/A
-3.35
Mean Annual Return
N/A
-0.08
R-squared (against Standard Index)
N/A
5.48
Standard Deviation
N/A
10.53
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
5 Years
Statistic
MFLDX
Category
Alpha (against Standard Index)
N/A
2.47
Beta (against Standard Index)
N/A
-4.10
Mean Annual Return
N/A
0.20
R-squared (against Standard Index)
N/A
4.85
Standard Deviation
N/A
9.26
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
MFLDX
Category
Alpha (against Standard Index)
N/A
2.77
Beta (against Standard Index)
N/A
-2.54
Mean Annual Return
N/A
0.35
R-squared (against Standard Index)
N/A
1.71
Standard Deviation
N/A
8.34
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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