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MainStay Government C (MGVCX)
On
Dec 4
:
8.71
0.03
(0.34%)
MORE ON MGVCX
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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)
:
8.06%
Worst 1 Yr Total Return
(2005)
:
0.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MGVCX
Category
Alpha (against Standard Index)
-0.74
0.17
Beta (against Standard Index)
0.93
0.75
Mean Annual Return
5.26
0.45
R-squared (against Standard Index)
83
63.33
Standard Deviation
4.12
3.92
Sharpe Ratio
0.68
N/A
Treynor Ratio
3.08
N/A
5 Years
Statistic
MGVCX
Category
Alpha (against Standard Index)
-1.08
-0.28
Beta (against Standard Index)
0.94
0.77
Mean Annual Return
3.80
0.36
R-squared (against Standard Index)
86
69.10
Standard Deviation
3.64
3.41
Sharpe Ratio
0.22
N/A
Treynor Ratio
0.83
N/A
10 Years
Statistic
MGVCX
Category
Alpha (against Standard Index)
-1.72
-0.49
Beta (against Standard Index)
1.04
0.85
Mean Annual Return
4.62
0.44
R-squared (against Standard Index)
91
77.74
Standard Deviation
4.12
3.68
Sharpe Ratio
0.41
N/A
Treynor Ratio
1.59
N/A
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