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Munder Micro-Cap Equity R (MMERX)
On
Dec 16
:
22.38
0.30
(1.36%)
MORE ON MMERX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2005)
:
11.16%
Worst 1 Yr Total Return
(2008)
:
-44.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MMERX
Category
Alpha (against Standard Index)
-7.02
0.16
Beta (against Standard Index)
1.28
1.12
Mean Annual Return
-15.27
-0.38
R-squared (against Standard Index)
86
84.86
Standard Deviation
27.28
24.29
Sharpe Ratio
-0.55
N/A
Treynor Ratio
-13.69
N/A
5 Years
Statistic
MMERX
Category
Alpha (against Standard Index)
-4.47
-0.01
Beta (against Standard Index)
1.31
1.17
Mean Annual Return
-5.29
0.16
R-squared (against Standard Index)
83
80.32
Standard Deviation
23.03
20.99
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-6.32
N/A
10 Years
Statistic
MMERX
Category
Alpha (against Standard Index)
6.48
4.06
Beta (against Standard Index)
1.25
1.16
Mean Annual Return
2.93
0.37
R-squared (against Standard Index)
53
57.27
Standard Deviation
27.74
25.21
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.00
N/A
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