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Marshall Government Income A (MGVIX)
On
Dec 3
:
9.73
0.01
(0.10%)
MORE ON MGVIX
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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:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.75%
Worst 1 Yr Total Return
(2008)
:
0.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MGVIX
Category
Alpha (against Standard Index)
1.10
0.17
Beta (against Standard Index)
0.74
0.75
Mean Annual Return
6.47
0.45
R-squared (against Standard Index)
54
63.33
Standard Deviation
4.01
3.92
Sharpe Ratio
0.95
N/A
Treynor Ratio
5.45
N/A
5 Years
Statistic
MGVIX
Category
Alpha (against Standard Index)
0.59
-0.28
Beta (against Standard Index)
0.74
0.77
Mean Annual Return
5.13
0.36
R-squared (against Standard Index)
60
69.10
Standard Deviation
3.38
3.41
Sharpe Ratio
0.59
N/A
Treynor Ratio
2.84
N/A
10 Years
Statistic
MGVIX
Category
Alpha (against Standard Index)
0.44
-0.49
Beta (against Standard Index)
0.65
0.85
Mean Annual Return
5.58
0.44
R-squared (against Standard Index)
66
77.74
Standard Deviation
2.97
3.68
Sharpe Ratio
0.84
N/A
Treynor Ratio
4.03
N/A
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