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Munder Micro-Cap Equity B (MMEBX)
On
Dec 4
:
19.74
0.39
(2.02%)
MORE ON MMEBX
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Research Reports
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)
:
21.60%
Worst 1 Yr Total Return
(2008)
:
-45.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MMEBX
Category
Alpha (against Standard Index)
-5.39
1.71
Beta (against Standard Index)
1.31
1.15
Mean Annual Return
-15.60
-0.40
R-squared (against Standard Index)
88
85.55
Standard Deviation
27.26
24.28
Sharpe Ratio
-0.57
N/A
Treynor Ratio
-13.75
N/A
5 Years
Statistic
MMEBX
Category
Alpha (against Standard Index)
-2.97
1.12
Beta (against Standard Index)
1.35
1.19
Mean Annual Return
-4.48
0.21
R-squared (against Standard Index)
84
81.02
Standard Deviation
23.35
21.15
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.56
N/A
10 Years
Statistic
MMEBX
Category
Alpha (against Standard Index)
8.35
5.25
Beta (against Standard Index)
1.27
1.18
Mean Annual Return
4.11
0.43
R-squared (against Standard Index)
52
56.73
Standard Deviation
28.37
25.52
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.90
N/A
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