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Managers Global Bond (MGGBX)
On
Dec 4
:
21.33
0.24
(1.11%)
MORE ON MGGBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
9.62%
Worst 1 Yr Total Return
(2008)
:
-9.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MGGBX
Category
Alpha (against Standard Index)
-2.85
-1.14
Beta (against Standard Index)
2.01
1.47
Mean Annual Return
6.93
0.58
R-squared (against Standard Index)
56
50.46
Standard Deviation
10.96
8.81
Sharpe Ratio
0.45
N/A
Treynor Ratio
2.24
N/A
5 Years
Statistic
MGGBX
Category
Alpha (against Standard Index)
-0.77
-0.18
Beta (against Standard Index)
1.61
1.21
Mean Annual Return
5.19
0.44
R-squared (against Standard Index)
43
39.58
Standard Deviation
8.92
7.42
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.34
N/A
10 Years
Statistic
MGGBX
Category
Alpha (against Standard Index)
-1.71
-0.04
Beta (against Standard Index)
1.52
1.06
Mean Annual Return
6.00
0.53
R-squared (against Standard Index)
44
39.24
Standard Deviation
8.57
6.67
Sharpe Ratio
0.38
N/A
Treynor Ratio
1.99
N/A
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