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MM S&P 500 Index Svc (MMIEX)

18.69 Up 0.07(0.38%) Aug 29

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up11
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2013):31.86%
Worst 1 Yr Total Return(Dec 30, 2008):-37.31%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-0.38-2.13
Beta (against Standard Index)1.001.05
Mean Annual Return1.331.25
R-squared (against Standard Index)99.9995.16
Standard Deviation12.1813.08
Sharpe Ratio1.311.15
Treynor Ratio16.3414.59
5 Years
Alpha (against Standard Index)-0.43-1.58
Beta (against Standard Index)1.001.02
Mean Annual Return1.341.28
R-squared (against Standard Index)99.9995.73
Standard Deviation13.1713.81
Sharpe Ratio1.211.11
Treynor Ratio16.2115.01
10 Years
Alpha (against Standard Index)-0.41-0.44
Beta (against Standard Index)1.001.01
Mean Annual Return0.700.70
R-squared (against Standard Index)99.9995.06
Standard Deviation14.6515.24
Sharpe Ratio0.460.45
Treynor Ratio5.985.91