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    BNY Mellon Mid Cap Multi-Strategy Inv (MIMSX)

    14.85 Up 0.05(0.34%) Nov 25

    Risk as of Oct 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)-0.16-0.49
    Beta (against Standard Index)0.980.96
    Mean Annual Return1.261.21
    R-squared (against Standard Index)85.6171.86
    Standard Deviation11.1011.95
    Sharpe Ratio1.361.22
    Treynor Ratio15.8615.42
    5 Years
    Alpha (against Standard Index)-4.58-2.89
    Beta (against Standard Index)1.161.08
    Mean Annual Return0.991.03
    R-squared (against Standard Index)85.4279.56
    Standard Deviation14.9414.45
    Sharpe Ratio0.790.86
    Treynor Ratio9.6711.18
    10 Years
    Alpha (against Standard Index)-0.840.00
    Beta (against Standard Index)1.131.08
    Mean Annual Return0.740.78
    R-squared (against Standard Index)87.2582.58
    Standard Deviation18.2218.00
    Sharpe Ratio0.420.45
    Treynor Ratio5.466.29