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Managers Special Equity Managers (MGSEX)
On
Dec 4
:
37.70
0.61
(1.64%)
MORE ON MGSEX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
15.19%
Worst 1 Yr Total Return
(2008)
:
-43.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MGSEX
Category
Alpha (against Standard Index)
-4.26
1.71
Beta (against Standard Index)
1.12
1.15
Mean Annual Return
-12.42
-0.40
R-squared (against Standard Index)
89
85.55
Standard Deviation
23.04
24.28
Sharpe Ratio
-0.56
N/A
Treynor Ratio
-13.30
N/A
5 Years
Statistic
MGSEX
Category
Alpha (against Standard Index)
-2.72
1.12
Beta (against Standard Index)
1.17
1.19
Mean Annual Return
-3.33
0.21
R-squared (against Standard Index)
86
81.02
Standard Deviation
20.06
21.15
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-5.43
N/A
10 Years
Statistic
MGSEX
Category
Alpha (against Standard Index)
3.86
5.25
Beta (against Standard Index)
1.13
1.18
Mean Annual Return
1.20
0.43
R-squared (against Standard Index)
61
56.73
Standard Deviation
23.27
25.52
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.57
N/A
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