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MainStay Government Inv (MGVNX)
On
Dec 9
:
8.77
0.01
(0.11%)
MORE ON MGVNX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MGVNX
Category
Alpha (against Standard Index)
-0.41
0.17
Beta (against Standard Index)
0.95
0.75
Mean Annual Return
5.69
0.45
R-squared (against Standard Index)
82
63.33
Standard Deviation
4.19
3.92
Sharpe Ratio
0.76
N/A
Treynor Ratio
3.46
N/A
5 Years
Statistic
MGVNX
Category
Alpha (against Standard Index)
-0.84
-0.28
Beta (against Standard Index)
0.95
0.77
Mean Annual Return
4.07
0.36
R-squared (against Standard Index)
86
69.10
Standard Deviation
3.68
3.41
Sharpe Ratio
0.29
N/A
Treynor Ratio
1.11
N/A
10 Years
Statistic
MGVNX
Category
Alpha (against Standard Index)
-1.59
-0.49
Beta (against Standard Index)
1.04
0.85
Mean Annual Return
4.76
0.44
R-squared (against Standard Index)
91
77.74
Standard Deviation
4.13
3.68
Sharpe Ratio
0.44
N/A
Treynor Ratio
1.72
N/A
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