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Managers Intermediate Duration Govt (MGIDX)
On
Dec 4
:
11.08
0.01
(0.09%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.35%
Worst 1 Yr Total Return
(2008)
:
0.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MGIDX
Category
Alpha (against Standard Index)
1.75
0.17
Beta (against Standard Index)
0.57
0.75
Mean Annual Return
6.46
0.45
R-squared (against Standard Index)
51
63.33
Standard Deviation
3.12
3.92
Sharpe Ratio
1.20
N/A
Treynor Ratio
7.16
N/A
5 Years
Statistic
MGIDX
Category
Alpha (against Standard Index)
0.74
-0.28
Beta (against Standard Index)
0.62
0.77
Mean Annual Return
5.05
0.36
R-squared (against Standard Index)
60
69.10
Standard Deviation
2.82
3.41
Sharpe Ratio
0.68
N/A
Treynor Ratio
3.28
N/A
10 Years
Statistic
MGIDX
Category
Alpha (against Standard Index)
0.76
-0.49
Beta (against Standard Index)
0.63
0.85
Mean Annual Return
5.85
0.44
R-squared (against Standard Index)
68
77.74
Standard Deviation
2.84
3.68
Sharpe Ratio
0.97
N/A
Treynor Ratio
4.60
N/A
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