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BNY Mellon Emerging Markets Inv (MIEGX)
On
Dec 14
:
10.41
0.07
(0.68%)
MORE ON MIEGX
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Research Reports
Risk
As of 30-Nov-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)
:
27.33%
Worst 1 Yr Total Return
(2008)
:
-47.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MIEGX
Category
Alpha (against Standard Index)
13.46
12.34
Beta (against Standard Index)
1.22
1.29
Mean Annual Return
4.92
0.68
R-squared (against Standard Index)
90
87.47
Standard Deviation
30.73
33.01
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.17
N/A
5 Years
Statistic
MIEGX
Category
Alpha (against Standard Index)
9.42
9.77
Beta (against Standard Index)
1.25
1.29
Mean Annual Return
13.46
1.39
R-squared (against Standard Index)
87
85.58
Standard Deviation
26.28
27.53
Sharpe Ratio
0.51
N/A
Treynor Ratio
8.37
N/A
10 Years
Statistic
MIEGX
Category
Alpha (against Standard Index)
N/A
9.46
Beta (against Standard Index)
N/A
1.23
Mean Annual Return
N/A
1.10
R-squared (against Standard Index)
N/A
77.00
Standard Deviation
N/A
25.24
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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