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Manning & Napier Small Cap A (MNSMX)
On
Dec 3
:
7.06
0.08
(1.12%)
MORE ON MNSMX
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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)
:
19.81%
Worst 1 Yr Total Return
(2008)
:
-50.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MNSMX
Category
Alpha (against Standard Index)
-3.07
1.01
Beta (against Standard Index)
1.29
1.19
Mean Annual Return
-13.66
-0.48
R-squared (against Standard Index)
81
87.23
Standard Deviation
27.85
24.84
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-12.51
N/A
5 Years
Statistic
MNSMX
Category
Alpha (against Standard Index)
0.34
1.42
Beta (against Standard Index)
1.33
1.21
Mean Annual Return
-1.39
0.23
R-squared (against Standard Index)
79
84.16
Standard Deviation
23.75
21.07
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.33
N/A
10 Years
Statistic
MNSMX
Category
Alpha (against Standard Index)
7.26
7.80
Beta (against Standard Index)
1.09
1.01
Mean Annual Return
5.14
0.68
R-squared (against Standard Index)
67
64.84
Standard Deviation
21.39
20.31
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.00
N/A
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