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Managers High Yield C (MHHCX)
On
Dec 4
:
7.14
0.03
(0.42%)
MORE ON MHHCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
10.24%
Worst 1 Yr Total Return
(2008)
:
-30.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MHHCX
Category
Alpha (against Standard Index)
-4.67
-3.12
Beta (against Standard Index)
1.55
1.16
Mean Annual Return
1.92
0.31
R-squared (against Standard Index)
11
10.86
Standard Deviation
18.82
15.35
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.32
N/A
5 Years
Statistic
MHHCX
Category
Alpha (against Standard Index)
-1.15
-0.09
Beta (against Standard Index)
1.23
0.92
Mean Annual Return
3.26
0.40
R-squared (against Standard Index)
10
8.80
Standard Deviation
14.73
12.20
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.19
N/A
10 Years
Statistic
MHHCX
Category
Alpha (against Standard Index)
0.46
0.55
Beta (against Standard Index)
0.63
0.51
Mean Annual Return
4.74
0.43
R-squared (against Standard Index)
4
3.74
Standard Deviation
12.48
10.75
Sharpe Ratio
0.20
N/A
Treynor Ratio
2.83
N/A
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