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MM S&P 500 Index Svc (MMIEX)

18.68 Up 0.02(0.11%) Sep 17

Risk as of Aug 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
StatisticMMIEXCategory
Alpha (against Standard Index)-0.35-1.98
Beta (against Standard Index)1.001.04
Mean Annual Return1.601.53
R-squared (against Standard Index)99.9994.78
Standard Deviation11.5712.39
Sharpe Ratio1.651.49
Treynor Ratio20.1318.46
5 Years
StatisticMMIEXCategory
Alpha (against Standard Index)-0.42-1.58
Beta (against Standard Index)1.001.02
Mean Annual Return1.341.28
R-squared (against Standard Index)99.9995.80
Standard Deviation13.1913.82
Sharpe Ratio1.221.12
Treynor Ratio16.3115.09
10 Years
StatisticMMIEXCategory
Alpha (against Standard Index)-0.40-0.45
Beta (against Standard Index)1.001.01
Mean Annual Return0.730.73
R-squared (against Standard Index)99.9995.08
Standard Deviation14.6915.27
Sharpe Ratio0.490.48
Treynor Ratio6.376.30