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Munder Healthcare R (MHCRX)
On
Dec 18
:
23.47
0.05
(0.21%)
MORE ON MHCRX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
7.52%
Worst 1 Yr Total Return
(2008)
:
-23.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MHCRX
Category
Alpha (against Standard Index)
1.22
3.83
Beta (against Standard Index)
0.67
0.74
Mean Annual Return
-2.08
0.12
R-squared (against Standard Index)
63
63.76
Standard Deviation
16.77
18.76
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.49
N/A
5 Years
Statistic
MHCRX
Category
Alpha (against Standard Index)
-0.72
2.90
Beta (against Standard Index)
0.65
0.74
Mean Annual Return
0.64
0.43
R-squared (against Standard Index)
54
58.47
Standard Deviation
14.07
15.92
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.63
N/A
10 Years
Statistic
MHCRX
Category
Alpha (against Standard Index)
8.62
6.40
Beta (against Standard Index)
0.81
0.62
Mean Annual Return
6.52
0.66
R-squared (against Standard Index)
23
29.57
Standard Deviation
27.25
20.00
Sharpe Ratio
0.25
N/A
Treynor Ratio
4.47
N/A
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