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BNY Mellon Small Cap Stock M (MPSSX)
On
Dec 18
:
9.23
0.11
(1.21%)
MORE ON MPSSX
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Risk
As of 30-Nov-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
(2004)
:
17.97%
Worst 1 Yr Total Return
(2008)
:
-35.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MPSSX
Category
Alpha (against Standard Index)
-3.28
0.16
Beta (against Standard Index)
1.05
1.12
Mean Annual Return
-9.58
-0.38
R-squared (against Standard Index)
87
84.86
Standard Deviation
22.35
24.29
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-11.31
N/A
5 Years
Statistic
MPSSX
Category
Alpha (against Standard Index)
-3.45
-0.01
Beta (against Standard Index)
1.09
1.17
Mean Annual Return
-3.34
0.16
R-squared (against Standard Index)
82
80.32
Standard Deviation
19.35
20.99
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-5.81
N/A
10 Years
Statistic
MPSSX
Category
Alpha (against Standard Index)
N/A
4.06
Beta (against Standard Index)
N/A
1.16
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
57.27
Standard Deviation
N/A
25.21
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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