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MEMBERS International Stock B (MINBX)
On
Dec 4
:
10.35
0.04
(0.39%)
MORE ON MINBX
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Research Reports
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)
:
22.72%
Worst 1 Yr Total Return
(2008)
:
-38.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MINBX
Category
Alpha (against Standard Index)
-0.36
-0.52
Beta (against Standard Index)
0.91
1.01
Mean Annual Return
-4.68
-0.25
R-squared (against Standard Index)
97
96.20
Standard Deviation
22.07
24.79
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-7.82
N/A
5 Years
Statistic
MINBX
Category
Alpha (against Standard Index)
0.17
-0.43
Beta (against Standard Index)
0.93
1.01
Mean Annual Return
5.23
0.55
R-squared (against Standard Index)
97
95.85
Standard Deviation
18.70
20.52
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.39
N/A
10 Years
Statistic
MINBX
Category
Alpha (against Standard Index)
0.32
-0.03
Beta (against Standard Index)
0.92
1.01
Mean Annual Return
2.49
0.31
R-squared (against Standard Index)
94
92.22
Standard Deviation
17.04
19.09
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.52
N/A
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