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Madison Mosaic Institutional Bond (MIIBX)
On
Dec 8
:
10.83
0.02
(0.19%)
MORE ON MIIBX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
7.77%
Worst 1 Yr Total Return
(2005)
:
1.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MIIBX
Category
Alpha (against Standard Index)
0.60
-0.26
Beta (against Standard Index)
0.82
0.38
Mean Annual Return
6.27
0.30
R-squared (against Standard Index)
83
32.40
Standard Deviation
3.67
3.42
Sharpe Ratio
1.01
N/A
Treynor Ratio
4.69
N/A
5 Years
Statistic
MIIBX
Category
Alpha (against Standard Index)
0.04
-0.58
Beta (against Standard Index)
0.77
0.40
Mean Annual Return
4.64
0.27
R-squared (against Standard Index)
82
36.30
Standard Deviation
3.08
2.80
Sharpe Ratio
0.51
N/A
Treynor Ratio
2.09
N/A
10 Years
Statistic
MIIBX
Category
Alpha (against Standard Index)
N/A
-0.21
Beta (against Standard Index)
N/A
0.44
Mean Annual Return
N/A
0.35
R-squared (against Standard Index)
N/A
45.80
Standard Deviation
N/A
2.67
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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