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Munder Mid-Cap Core Growth R (MMSRX)
On
Dec 21
:
22.04
0.22
(1.01%)
MORE ON MMSRX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
20.37%
Worst 1 Yr Total Return
(2008)
:
-43.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MMSRX
Category
Alpha (against Standard Index)
1.29
2.05
Beta (against Standard Index)
1.07
1.08
Mean Annual Return
-5.58
-0.20
R-squared (against Standard Index)
89
84.21
Standard Deviation
22.57
23.41
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-7.33
N/A
5 Years
Statistic
MMSRX
Category
Alpha (against Standard Index)
2.18
1.56
Beta (against Standard Index)
1.10
1.11
Mean Annual Return
2.28
0.29
R-squared (against Standard Index)
86
80.86
Standard Deviation
18.96
19.91
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.65
N/A
10 Years
Statistic
MMSRX
Category
Alpha (against Standard Index)
8.02
3.33
Beta (against Standard Index)
0.98
1.11
Mean Annual Return
7.28
0.32
R-squared (against Standard Index)
73
61.70
Standard Deviation
18.68
23.38
Sharpe Ratio
0.32
N/A
Treynor Ratio
4.42
N/A
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