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MEMBERS Large Cap Value B (MGWBX)
On
Dec 4
:
10.99
0.04
(0.37%)
MORE ON MGWBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
19.27%
Worst 1 Yr Total Return
(2008)
:
-36.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MGWBX
Category
Alpha (against Standard Index)
-4.32
-1.05
Beta (against Standard Index)
0.99
1.02
Mean Annual Return
-10.94
-0.55
R-squared (against Standard Index)
97
94.27
Standard Deviation
19.70
20.65
Sharpe Ratio
-0.61
N/A
Treynor Ratio
-13.48
N/A
5 Years
Statistic
MGWBX
Category
Alpha (against Standard Index)
-2.31
0.04
Beta (against Standard Index)
0.99
1.02
Mean Annual Return
-1.97
0.14
R-squared (against Standard Index)
96
93.13
Standard Deviation
16.12
16.85
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-5.05
N/A
10 Years
Statistic
MGWBX
Category
Alpha (against Standard Index)
-1.13
2.54
Beta (against Standard Index)
0.94
0.88
Mean Annual Return
-1.85
0.27
R-squared (against Standard Index)
93
80.76
Standard Deviation
15.68
15.89
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-5.13
N/A
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