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MainStay Small Cap Growth C (MSCCX)
On
Nov 24
:
10.54
0.04
(0.38%)
MORE ON MSCCX
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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
(2004)
:
8.15%
Worst 1 Yr Total Return
(2008)
:
-41.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MSCCX
Category
Alpha (against Standard Index)
-6.02
1.71
Beta (against Standard Index)
1.04
1.15
Mean Annual Return
-13.18
-0.40
R-squared (against Standard Index)
87
85.55
Standard Deviation
21.69
24.28
Sharpe Ratio
-0.65
N/A
Treynor Ratio
-15.02
N/A
5 Years
Statistic
MSCCX
Category
Alpha (against Standard Index)
-4.54
1.12
Beta (against Standard Index)
1.10
1.19
Mean Annual Return
-4.90
0.21
R-squared (against Standard Index)
80
81.02
Standard Deviation
19.59
21.15
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-7.18
N/A
10 Years
Statistic
MSCCX
Category
Alpha (against Standard Index)
-0.11
5.25
Beta (against Standard Index)
1.19
1.18
Mean Annual Return
-4.32
0.43
R-squared (against Standard Index)
43
56.73
Standard Deviation
29.09
25.52
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-6.14
N/A
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