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MainStay Global High Income B (MGHBX)
On
Dec 3
:
11.08
0.02
(0.18%)
MORE ON MGHBX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
12.00%
Worst 1 Yr Total Return
(2008)
:
-17.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MGHBX
Category
Alpha (against Standard Index)
-5.92
-4.23
Beta (against Standard Index)
2.50
2.21
Mean Annual Return
5.02
0.56
R-squared (against Standard Index)
45
36.23
Standard Deviation
15.29
15.19
Sharpe Ratio
0.24
N/A
Treynor Ratio
1.04
N/A
5 Years
Statistic
MGHBX
Category
Alpha (against Standard Index)
0.61
1.47
Beta (against Standard Index)
2.11
1.92
Mean Annual Return
7.27
0.70
R-squared (against Standard Index)
39
33.92
Standard Deviation
12.36
12.24
Sharpe Ratio
0.39
N/A
Treynor Ratio
2.02
N/A
10 Years
Statistic
MGHBX
Category
Alpha (against Standard Index)
3.71
4.30
Beta (against Standard Index)
1.43
1.37
Mean Annual Return
11.17
0.98
R-squared (against Standard Index)
21
21.64
Standard Deviation
11.58
11.33
Sharpe Ratio
0.72
N/A
Treynor Ratio
5.73
N/A
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