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Munder Micro-Cap Equity Y (MMEYX)
On
Dec 1
:
22.21
0.39
(1.79%)
MORE ON MMEYX
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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)
:
22.81%
Worst 1 Yr Total Return
(2008)
:
-44.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MMEYX
Category
Alpha (against Standard Index)
-4.40
1.71
Beta (against Standard Index)
1.31
1.15
Mean Annual Return
-14.76
-0.40
R-squared (against Standard Index)
88
85.55
Standard Deviation
27.28
24.28
Sharpe Ratio
-0.53
N/A
Treynor Ratio
-13.09
N/A
5 Years
Statistic
MMEYX
Category
Alpha (against Standard Index)
-1.97
1.12
Beta (against Standard Index)
1.35
1.19
Mean Annual Return
-3.53
0.21
R-squared (against Standard Index)
84
81.02
Standard Deviation
23.37
21.15
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.85
N/A
10 Years
Statistic
MMEYX
Category
Alpha (against Standard Index)
9.36
5.25
Beta (against Standard Index)
1.27
1.18
Mean Annual Return
5.15
0.43
R-squared (against Standard Index)
52
56.73
Standard Deviation
28.39
25.52
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.72
N/A
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