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Munder Micro-Cap Equity A (MMEAX)
On
Nov 30
:
21.18
0.16
(0.76%)
MORE ON MMEAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
22.51%
Worst 1 Yr Total Return
(2008)
:
-44.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MMEAX
Category
Alpha (against Standard Index)
-4.64
1.71
Beta (against Standard Index)
1.31
1.15
Mean Annual Return
-14.97
-0.40
R-squared (against Standard Index)
88
85.55
Standard Deviation
27.28
24.28
Sharpe Ratio
-0.54
N/A
Treynor Ratio
-13.25
N/A
5 Years
Statistic
MMEAX
Category
Alpha (against Standard Index)
-2.22
1.12
Beta (against Standard Index)
1.35
1.19
Mean Annual Return
-3.76
0.21
R-squared (against Standard Index)
84
81.02
Standard Deviation
23.37
21.15
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.02
N/A
10 Years
Statistic
MMEAX
Category
Alpha (against Standard Index)
9.10
5.25
Beta (against Standard Index)
1.27
1.18
Mean Annual Return
4.88
0.43
R-squared (against Standard Index)
52
56.73
Standard Deviation
28.40
25.52
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.50
N/A
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