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MainStay Government I (MGOIX)
On
Dec 18
:
8.77
0.04
(0.45%)
MORE ON MGOIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
9.74%
Worst 1 Yr Total Return
(2005)
:
2.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MGOIX
Category
Alpha (against Standard Index)
0.59
0.23
Beta (against Standard Index)
0.93
0.76
Mean Annual Return
6.70
0.46
R-squared (against Standard Index)
83
64.12
Standard Deviation
4.13
3.94
Sharpe Ratio
1.03
N/A
Treynor Ratio
4.78
N/A
5 Years
Statistic
MGOIX
Category
Alpha (against Standard Index)
0.22
-0.23
Beta (against Standard Index)
0.94
0.78
Mean Annual Return
5.57
0.39
R-squared (against Standard Index)
86
69.48
Standard Deviation
3.63
3.41
Sharpe Ratio
0.68
N/A
Treynor Ratio
2.74
N/A
10 Years
Statistic
MGOIX
Category
Alpha (against Standard Index)
-0.97
-0.47
Beta (against Standard Index)
1.03
0.84
Mean Annual Return
5.53
0.44
R-squared (against Standard Index)
91
78.01
Standard Deviation
4.12
3.66
Sharpe Ratio
0.63
N/A
Treynor Ratio
2.52
N/A
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