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BNY Mellon Intl Eq Income Investor (MLIIX)

12.15 Up 0.13(1.08%) May 25

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up2
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2012):15.59%
Worst 1 Yr Total Return(Dec 30, 2015):-7.53%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticMLIIXCategory
Alpha (against Standard Index)-2.600.50
Beta (against Standard Index)0.980.93
Mean Annual Return-0.150.11
R-squared (against Standard Index)92.2290.90
Standard Deviation13.7413.15
Sharpe Ratio-0.130.10
Treynor Ratio-2.760.57
5 Years
StatisticMLIIXCategory
Alpha (against Standard Index)N/A0.46
Beta (against Standard Index)N/A0.94
Mean Annual ReturnN/A0.12
R-squared (against Standard Index)N/A92.20
Standard DeviationN/A15.31
Sharpe RatioN/A0.10
Treynor RatioN/A0.37
10 Years
StatisticMLIIXCategory
Alpha (against Standard Index)N/A-1.16
Beta (against Standard Index)N/A0.98
Mean Annual ReturnN/A0.20
R-squared (against Standard Index)N/A94.02
Standard DeviationN/A19.38
Sharpe RatioN/A0.07
Treynor RatioN/A-0.56