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Midas (MIDSX)
On
Dec 4
:
3.97
0.17
(4.11%)
MORE ON MIDSX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
44.02%
Worst 1 Yr Total Return
(2008)
:
-60.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MIDSX
Category
Alpha (against Standard Index)
9.31
6.81
Beta (against Standard Index)
-3.01
6.36
Mean Annual Return
-4.85
1.46
R-squared (against Standard Index)
0
0.66
Standard Deviation
48.31
44.41
Sharpe Ratio
0.11
N/A
Treynor Ratio
2.42
N/A
5 Years
Statistic
MIDSX
Category
Alpha (against Standard Index)
21.46
16.06
Beta (against Standard Index)
-7.13
3.04
Mean Annual Return
10.19
1.77
R-squared (against Standard Index)
1
0.24
Standard Deviation
41.87
39.29
Sharpe Ratio
0.39
N/A
Treynor Ratio
-1.01
N/A
10 Years
Statistic
MIDSX
Category
Alpha (against Standard Index)
16.34
17.52
Beta (against Standard Index)
-4.78
3.02
Mean Annual Return
9.53
1.85
R-squared (against Standard Index)
0
0.17
Standard Deviation
37.18
35.11
Sharpe Ratio
0.36
N/A
Treynor Ratio
-1.37
N/A
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