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MainStay Government A (MGVAX)
On
Dec 1
:
8.78
0.02
(0.23%)
MORE ON MGVAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
9.09%
Worst 1 Yr Total Return
(2005)
:
1.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MGVAX
Category
Alpha (against Standard Index)
0.08
0.17
Beta (against Standard Index)
0.93
0.75
Mean Annual Return
6.12
0.45
R-squared (against Standard Index)
83
63.33
Standard Deviation
4.11
3.92
Sharpe Ratio
0.87
N/A
Treynor Ratio
4.01
N/A
5 Years
Statistic
MGVAX
Category
Alpha (against Standard Index)
-0.28
-0.28
Beta (against Standard Index)
0.93
0.77
Mean Annual Return
4.62
0.36
R-squared (against Standard Index)
86
69.10
Standard Deviation
3.63
3.41
Sharpe Ratio
0.43
N/A
Treynor Ratio
1.71
N/A
10 Years
Statistic
MGVAX
Category
Alpha (against Standard Index)
-0.93
-0.49
Beta (against Standard Index)
1.03
0.85
Mean Annual Return
5.42
0.44
R-squared (against Standard Index)
91
77.74
Standard Deviation
4.10
3.68
Sharpe Ratio
0.60
N/A
Treynor Ratio
2.38
N/A
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