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MainStay Growth Equity B (MREBX)
On
Dec 15
:
9.60
0.04
(0.41%)
MORE ON MREBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
14.35%
Worst 1 Yr Total Return
(2008)
:
-39.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MREBX
Category
Alpha (against Standard Index)
0.73
2.20
Beta (against Standard Index)
0.93
0.99
Mean Annual Return
-4.56
-0.14
R-squared (against Standard Index)
93
88.76
Standard Deviation
19.18
21.04
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-7.35
N/A
5 Years
Statistic
MREBX
Category
Alpha (against Standard Index)
N/A
0.80
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.24
R-squared (against Standard Index)
N/A
86.59
Standard Deviation
N/A
17.50
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
MREBX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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