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Munder Mid-Cap Core Growth Y (MGOYX)
On
Dec 4
:
22.22
0.22
(1.00%)
MORE ON MGOYX
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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)
:
22.30%
Worst 1 Yr Total Return
(2008)
:
-43.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MGOYX
Category
Alpha (against Standard Index)
3.69
3.31
Beta (against Standard Index)
1.09
1.09
Mean Annual Return
-4.87
-0.23
R-squared (against Standard Index)
89
84.23
Standard Deviation
22.62
23.37
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.67
N/A
5 Years
Statistic
MGOYX
Category
Alpha (against Standard Index)
3.88
2.25
Beta (against Standard Index)
1.12
1.13
Mean Annual Return
3.51
0.31
R-squared (against Standard Index)
86
81.04
Standard Deviation
19.15
20.00
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.44
N/A
10 Years
Statistic
MGOYX
Category
Alpha (against Standard Index)
9.43
4.42
Beta (against Standard Index)
1.00
1.13
Mean Annual Return
8.31
0.37
R-squared (against Standard Index)
73
60.91
Standard Deviation
18.81
23.71
Sharpe Ratio
0.37
N/A
Treynor Ratio
5.36
N/A
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