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MEMBERS Large Cap Value A (MGWAX)
On
Dec 2
:
11.27
0.01
(0.09%)
MORE ON MGWAX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
20.16%
Worst 1 Yr Total Return
(2008)
:
-35.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MGWAX
Category
Alpha (against Standard Index)
-3.56
-1.05
Beta (against Standard Index)
0.99
1.02
Mean Annual Return
-10.27
-0.55
R-squared (against Standard Index)
97
94.27
Standard Deviation
19.72
20.65
Sharpe Ratio
-0.57
N/A
Treynor Ratio
-12.79
N/A
5 Years
Statistic
MGWAX
Category
Alpha (against Standard Index)
-1.55
0.04
Beta (against Standard Index)
0.99
1.02
Mean Annual Return
-1.23
0.14
R-squared (against Standard Index)
96
93.13
Standard Deviation
16.15
16.85
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.30
N/A
10 Years
Statistic
MGWAX
Category
Alpha (against Standard Index)
-0.37
2.54
Beta (against Standard Index)
0.94
0.88
Mean Annual Return
-1.10
0.27
R-squared (against Standard Index)
93
80.76
Standard Deviation
15.70
15.89
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.33
N/A
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