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Managers Short Duration Government (MGSDX)
On
Dec 8
:
9.57
0.01
(0.10%)
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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
(2007)
:
4.98%
Worst 1 Yr Total Return
(2008)
:
-1.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MGSDX
Category
Alpha (against Standard Index)
1.06
-1.83
Beta (against Standard Index)
-0.04
0.06
Mean Annual Return
3.35
0.07
R-squared (against Standard Index)
1
6.99
Standard Deviation
1.70
3.69
Sharpe Ratio
0.54
N/A
Treynor Ratio
-26.97
N/A
5 Years
Statistic
MGSDX
Category
Alpha (against Standard Index)
0.50
-1.28
Beta (against Standard Index)
-0.02
0.07
Mean Annual Return
3.50
0.15
R-squared (against Standard Index)
0
8.59
Standard Deviation
1.34
2.82
Sharpe Ratio
0.34
N/A
Treynor Ratio
-28.50
N/A
10 Years
Statistic
MGSDX
Category
Alpha (against Standard Index)
0.69
-0.25
Beta (against Standard Index)
0.06
0.11
Mean Annual Return
3.86
0.25
R-squared (against Standard Index)
3
11.36
Standard Deviation
1.30
1.93
Sharpe Ratio
0.68
N/A
Treynor Ratio
15.98
N/A
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