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Munder Energy A (MPFAX)
On
Dec 3
:
16.41
0.23
(1.38%)
MORE ON MPFAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
44.50%
Worst 1 Yr Total Return
(2008)
:
-46.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MPFAX
Category
Alpha (against Standard Index)
8.91
12.65
Beta (against Standard Index)
1.08
1.24
Mean Annual Return
-1.21
0.45
R-squared (against Standard Index)
55
51.33
Standard Deviation
28.44
34.18
Sharpe Ratio
0.02
N/A
Treynor Ratio
-3.35
N/A
5 Years
Statistic
MPFAX
Category
Alpha (against Standard Index)
10.88
13.19
Beta (against Standard Index)
1.10
1.23
Mean Annual Return
9.29
1.21
R-squared (against Standard Index)
45
42.80
Standard Deviation
26.02
30.15
Sharpe Ratio
0.36
N/A
Treynor Ratio
5.68
N/A
10 Years
Statistic
MPFAX
Category
Alpha (against Standard Index)
N/A
15.54
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
1.32
R-squared (against Standard Index)
N/A
34.15
Standard Deviation
N/A
28.10
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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