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Madison Mosaic Investors (MINVX)
On
Dec 2
:
14.87
0.03
(0.20%)
MORE ON MINVX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2006)
:
16.55%
Worst 1 Yr Total Return
(2008)
:
-33.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MINVX
Category
Alpha (against Standard Index)
2.18
2.45
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-5.11
-0.24
R-squared (against Standard Index)
93
88.47
Standard Deviation
20.23
20.84
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-7.51
N/A
5 Years
Statistic
MINVX
Category
Alpha (against Standard Index)
-0.18
0.94
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
0.11
0.21
R-squared (against Standard Index)
92
86.37
Standard Deviation
16.33
17.46
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.96
N/A
10 Years
Statistic
MINVX
Category
Alpha (against Standard Index)
1.74
0.18
Beta (against Standard Index)
0.88
1.04
Mean Annual Return
1.20
0.04
R-squared (against Standard Index)
83
78.62
Standard Deviation
15.51
19.22
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.01
N/A
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