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MainStay Common Stock B (MOPBX)
On
Dec 4
:
9.55
0.05
(0.53%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
14.71%
Worst 1 Yr Total Return
(2008)
:
-38.16%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MOPBX
Category
Alpha (against Standard Index)
-3.69
0.38
Beta (against Standard Index)
0.98
1.00
Mean Annual Return
-10.24
-0.41
R-squared (against Standard Index)
98
95.50
Standard Deviation
19.37
20.09
Sharpe Ratio
-0.58
N/A
Treynor Ratio
-12.93
N/A
5 Years
Statistic
MOPBX
Category
Alpha (against Standard Index)
-2.03
0.26
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
-1.70
0.16
R-squared (against Standard Index)
97
94.84
Standard Deviation
16.03
16.47
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-4.76
N/A
10 Years
Statistic
MOPBX
Category
Alpha (against Standard Index)
-2.01
0.84
Beta (against Standard Index)
0.91
0.97
Mean Annual Return
-2.61
0.11
R-squared (against Standard Index)
91
91.16
Standard Deviation
15.46
16.35
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-6.11
N/A
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