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MEMBERS Mid Cap Value A (MICAX)
On
Dec 1
:
8.87
0.11
(1.26%)
MORE ON MICAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.48%
Worst 1 Yr Total Return
(2008)
:
-36.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MICAX
Category
Alpha (against Standard Index)
-0.99
2.32
Beta (against Standard Index)
1.07
1.15
Mean Annual Return
-8.87
-0.35
R-squared (against Standard Index)
94
90.18
Standard Deviation
21.62
23.68
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-10.52
N/A
5 Years
Statistic
MICAX
Category
Alpha (against Standard Index)
0.44
2.22
Beta (against Standard Index)
1.08
1.16
Mean Annual Return
0.34
0.30
R-squared (against Standard Index)
93
89.12
Standard Deviation
17.81
19.61
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.49
N/A
10 Years
Statistic
MICAX
Category
Alpha (against Standard Index)
N/A
7.83
Beta (against Standard Index)
N/A
0.94
Mean Annual Return
N/A
0.70
R-squared (against Standard Index)
N/A
72.23
Standard Deviation
N/A
17.96
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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