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Managers Real Estate Securities (MRESX)
On
Dec 7
:
6.24
0.14
(2.19%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
33.70%
Worst 1 Yr Total Return
(2008)
:
-36.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MRESX
Category
Alpha (against Standard Index)
4.10
0.21
Beta (against Standard Index)
1.63
1.63
Mean Annual Return
-12.96
-0.83
R-squared (against Standard Index)
67
67.53
Standard Deviation
38.89
38.84
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-9.43
N/A
5 Years
Statistic
MRESX
Category
Alpha (against Standard Index)
5.65
2.84
Beta (against Standard Index)
1.60
1.61
Mean Annual Return
1.34
0.30
R-squared (against Standard Index)
65
66.12
Standard Deviation
31.50
31.52
Sharpe Ratio
0.11
N/A
Treynor Ratio
-1.05
N/A
10 Years
Statistic
MRESX
Category
Alpha (against Standard Index)
10.79
10.64
Beta (against Standard Index)
0.89
0.89
Mean Annual Return
8.76
0.94
R-squared (against Standard Index)
35
35.37
Standard Deviation
24.09
24.16
Sharpe Ratio
0.35
N/A
Treynor Ratio
6.54
N/A
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