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Matthews Japan (MJFOX)
On
Nov 27
:
10.66
0.09
(0.84%)
MORE ON MJFOX
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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
(2004)
:
22.03%
Worst 1 Yr Total Return
(2008)
:
-28.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MJFOX
Category
Alpha (against Standard Index)
-9.95
-12.31
Beta (against Standard Index)
0.72
0.85
Mean Annual Return
-12.18
-1.17
R-squared (against Standard Index)
77
77.14
Standard Deviation
19.52
23.06
Sharpe Ratio
-0.69
N/A
Treynor Ratio
-20.32
N/A
5 Years
Statistic
MJFOX
Category
Alpha (against Standard Index)
-8.39
-7.63
Beta (against Standard Index)
0.75
0.89
Mean Annual Return
-3.83
-0.09
R-squared (against Standard Index)
73
68.09
Standard Deviation
17.28
21.46
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-9.19
N/A
10 Years
Statistic
MJFOX
Category
Alpha (against Standard Index)
-6.64
-5.73
Beta (against Standard Index)
0.73
0.82
Mean Annual Return
-5.13
-0.18
R-squared (against Standard Index)
40
48.82
Standard Deviation
20.59
21.29
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-11.06
N/A
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