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MainStay International Equity C (MIECX)
On
Dec 4
:
11.79
0.04
(0.34%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
29.45%
Worst 1 Yr Total Return
(2008)
:
-26.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MIECX
Category
Alpha (against Standard Index)
-0.18
-0.52
Beta (against Standard Index)
0.68
1.01
Mean Annual Return
-2.51
-0.25
R-squared (against Standard Index)
87
96.20
Standard Deviation
17.38
24.79
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-7.27
N/A
5 Years
Statistic
MIECX
Category
Alpha (against Standard Index)
1.11
-0.43
Beta (against Standard Index)
0.69
1.01
Mean Annual Return
5.96
0.55
R-squared (against Standard Index)
87
95.85
Standard Deviation
14.74
20.52
Sharpe Ratio
0.27
N/A
Treynor Ratio
4.24
N/A
10 Years
Statistic
MIECX
Category
Alpha (against Standard Index)
0.25
-0.03
Beta (against Standard Index)
0.75
1.01
Mean Annual Return
2.73
0.31
R-squared (against Standard Index)
86
92.22
Standard Deviation
14.52
19.09
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.32
N/A
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