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Tuesday, December 15, 2009, 10:59PM ET - U.S. Markets Closed.
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MEMBERS Mid Cap Value B (MICBX)
On
Dec 15
:
8.49
0.03
(0.35%)
MORE ON MICBX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
15.65%
Worst 1 Yr Total Return
(2008)
:
-37.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MICBX
Category
Alpha (against Standard Index)
-3.02
0.96
Beta (against Standard Index)
1.05
1.15
Mean Annual Return
-9.27
-0.33
R-squared (against Standard Index)
93
89.96
Standard Deviation
21.62
24.07
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-10.96
N/A
5 Years
Statistic
MICBX
Category
Alpha (against Standard Index)
-1.11
1.28
Beta (against Standard Index)
1.06
1.16
Mean Annual Return
-0.75
0.26
R-squared (against Standard Index)
92
88.97
Standard Deviation
17.68
19.80
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.53
N/A
10 Years
Statistic
MICBX
Category
Alpha (against Standard Index)
N/A
7.57
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.70
R-squared (against Standard Index)
N/A
72.92
Standard Deviation
N/A
18.20
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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