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MTB Short Duration Govt Bd B (MSDGX)
On
Dec 4
:
9.94
0.03
(0.30%)
MORE ON MSDGX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
4.90%
Worst 1 Yr Total Return
(2004)
:
0.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MSDGX
Category
Alpha (against Standard Index)
0.84
1.08
Beta (against Standard Index)
0.20
0.37
Mean Annual Return
4.09
0.41
R-squared (against Standard Index)
45
48.77
Standard Deviation
1.14
2.20
Sharpe Ratio
1.32
N/A
Treynor Ratio
8.24
N/A
5 Years
Statistic
MSDGX
Category
Alpha (against Standard Index)
-0.34
-0.02
Beta (against Standard Index)
0.25
0.39
Mean Annual Return
3.18
0.31
R-squared (against Standard Index)
53
53.98
Standard Deviation
1.13
1.94
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.62
N/A
10 Years
Statistic
MSDGX
Category
Alpha (against Standard Index)
-0.62
-0.11
Beta (against Standard Index)
0.31
0.46
Mean Annual Return
3.36
0.36
R-squared (against Standard Index)
64
65.31
Standard Deviation
1.48
2.21
Sharpe Ratio
0.27
N/A
Treynor Ratio
1.26
N/A
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