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Munder Mid-Cap Core Growth C (MGOTX)
On
Dec 2
:
20.45
0.14
(0.69%)
MORE ON MGOTX
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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)
:
20.93%
Worst 1 Yr Total Return
(2008)
:
-44.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MGOTX
Category
Alpha (against Standard Index)
2.70
3.31
Beta (against Standard Index)
1.09
1.09
Mean Annual Return
-5.82
-0.23
R-squared (against Standard Index)
89
84.23
Standard Deviation
22.62
23.37
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.53
N/A
5 Years
Statistic
MGOTX
Category
Alpha (against Standard Index)
2.88
2.25
Beta (against Standard Index)
1.12
1.13
Mean Annual Return
2.49
0.31
R-squared (against Standard Index)
86
81.04
Standard Deviation
19.15
20.00
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.48
N/A
10 Years
Statistic
MGOTX
Category
Alpha (against Standard Index)
8.42
4.42
Beta (against Standard Index)
0.99
1.13
Mean Annual Return
7.24
0.37
R-squared (against Standard Index)
73
60.91
Standard Deviation
18.80
23.71
Sharpe Ratio
0.31
N/A
Treynor Ratio
4.29
N/A
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