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    BNY Mellon Mid Cap Multi-Strategy Inv (MIMSX)

    14.08 Up 0.17(1.22%) Oct 2

    Risk as of Aug 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up10
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):35.89%
    Worst 1 Yr Total Return(Dec 30, 2008):-40.46%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.540.17
    Beta (against Standard Index)1.021.01
    Mean Annual Return1.231.18
    R-squared (against Standard Index)86.4472.29
    Standard Deviation10.4811.41
    Sharpe Ratio1.401.25
    Treynor Ratio14.8014.37
    5 Years
    Alpha (against Standard Index)-4.14-2.24
    Beta (against Standard Index)1.221.13
    Mean Annual Return1.231.28
    R-squared (against Standard Index)87.5581.94
    Standard Deviation15.5214.94
    Sharpe Ratio0.951.03
    Treynor Ratio11.8113.50
    10 Years
    Alpha (against Standard Index)-0.410.48
    Beta (against Standard Index)1.141.09
    Mean Annual Return0.720.76
    R-squared (against Standard Index)87.5282.96
    Standard Deviation18.1517.89
    Sharpe Ratio0.400.44
    Treynor Ratio5.116.00