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Marshall Short-Intermediate Bond Instl (MIBIX)
On
Dec 15
:
9.30
0.02
(0.21%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-12.56%
Worst 1 Yr Total Return
(2008)
:
-12.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MIBIX
Category
Alpha (against Standard Index)
-0.61
-1.73
Beta (against Standard Index)
1.03
1.02
Mean Annual Return
5.48
0.39
R-squared (against Standard Index)
18
59.65
Standard Deviation
9.81
5.93
Sharpe Ratio
0.36
N/A
Treynor Ratio
3.11
N/A
5 Years
Statistic
MIBIX
Category
Alpha (against Standard Index)
-0.32
-1.13
Beta (against Standard Index)
0.93
0.98
Mean Annual Return
4.73
0.35
R-squared (against Standard Index)
19
61.85
Standard Deviation
7.64
4.90
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.88
N/A
10 Years
Statistic
MIBIX
Category
Alpha (against Standard Index)
-0.42
-0.67
Beta (against Standard Index)
0.84
0.96
Mean Annual Return
5.31
0.46
R-squared (against Standard Index)
29
70.95
Standard Deviation
5.83
4.48
Sharpe Ratio
0.42
N/A
Treynor Ratio
2.85
N/A
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