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BNY Mellon Small Cap Stock Inv (MISCX)
On
Dec 18
:
9.02
0.11
(1.23%)
MORE ON MISCX
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Risk
As of 30-Nov-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
(2004)
:
17.78%
Worst 1 Yr Total Return
(2008)
:
-35.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MISCX
Category
Alpha (against Standard Index)
-3.37
0.16
Beta (against Standard Index)
1.04
1.12
Mean Annual Return
-9.64
-0.38
R-squared (against Standard Index)
86
84.86
Standard Deviation
22.32
24.29
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-11.40
N/A
5 Years
Statistic
MISCX
Category
Alpha (against Standard Index)
-3.58
-0.01
Beta (against Standard Index)
1.09
1.17
Mean Annual Return
-3.46
0.16
R-squared (against Standard Index)
81
80.32
Standard Deviation
19.33
20.99
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-5.93
N/A
10 Years
Statistic
MISCX
Category
Alpha (against Standard Index)
N/A
4.06
Beta (against Standard Index)
N/A
1.16
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
57.27
Standard Deviation
N/A
25.21
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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