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MEMBERS Moderate Allocation A (MMDAX)
On
Dec 2
:
9.08
0.01
(0.11%)
MORE ON MMDAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.08%
Worst 1 Yr Total Return
(2008)
:
-30.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MMDAX
Category
Alpha (against Standard Index)
-4.68
-2.88
Beta (against Standard Index)
1.15
1.08
Mean Annual Return
-4.58
-0.13
R-squared (against Standard Index)
97
93.44
Standard Deviation
15.38
14.69
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-6.08
N/A
5 Years
Statistic
MMDAX
Category
Alpha (against Standard Index)
N/A
-2.47
Beta (against Standard Index)
N/A
1.06
Mean Annual Return
N/A
0.23
R-squared (against Standard Index)
N/A
92.52
Standard Deviation
N/A
11.89
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
MMDAX
Category
Alpha (against Standard Index)
N/A
-2.17
Beta (against Standard Index)
N/A
1.05
Mean Annual Return
N/A
0.26
R-squared (against Standard Index)
N/A
86.72
Standard Deviation
N/A
11.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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