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Munder Energy Y (MPFYX)
On
Dec 1
:
17.15
0.28
(1.66%)
MORE ON MPFYX
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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
(2007)
:
44.91%
Worst 1 Yr Total Return
(2008)
:
-46.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MPFYX
Category
Alpha (against Standard Index)
9.16
12.65
Beta (against Standard Index)
1.08
1.24
Mean Annual Return
-0.95
0.45
R-squared (against Standard Index)
55
51.33
Standard Deviation
28.43
34.18
Sharpe Ratio
0.03
N/A
Treynor Ratio
-3.11
N/A
5 Years
Statistic
MPFYX
Category
Alpha (against Standard Index)
11.13
13.19
Beta (against Standard Index)
1.10
1.23
Mean Annual Return
9.57
1.21
R-squared (against Standard Index)
45
42.80
Standard Deviation
26.00
30.15
Sharpe Ratio
0.37
N/A
Treynor Ratio
5.94
N/A
10 Years
Statistic
MPFYX
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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