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Munder Internet A (MNNAX)
On
Nov 30
:
22.26
0.12
(0.54%)
MORE ON MNNAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
16.25%
Worst 1 Yr Total Return
(2008)
:
-45.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MNNAX
Category
Alpha (against Standard Index)
13.47
7.86
Beta (against Standard Index)
1.21
1.14
Mean Annual Return
2.75
0.12
R-squared (against Standard Index)
74
78.24
Standard Deviation
27.49
25.36
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.28
N/A
5 Years
Statistic
MNNAX
Category
Alpha (against Standard Index)
6.51
3.75
Beta (against Standard Index)
1.25
1.19
Mean Annual Return
4.92
0.43
R-squared (against Standard Index)
66
73.64
Standard Deviation
24.38
22.22
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.52
N/A
10 Years
Statistic
MNNAX
Category
Alpha (against Standard Index)
1.52
2.22
Beta (against Standard Index)
1.77
1.56
Mean Annual Return
-7.46
0.10
R-squared (against Standard Index)
54
57.55
Standard Deviation
38.70
33.23
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-5.90
N/A
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