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Marshall Small-Cap Growth I (MSGIX)
On
Dec 15
:
13.48
0.02
(0.15%)
MORE ON MSGIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MSGIX
Category
Alpha (against Standard Index)
4.23
0.16
Beta (against Standard Index)
1.06
1.12
Mean Annual Return
-2.86
-0.38
R-squared (against Standard Index)
80
84.86
Standard Deviation
23.49
24.29
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-4.83
N/A
5 Years
Statistic
MSGIX
Category
Alpha (against Standard Index)
3.64
-0.01
Beta (against Standard Index)
1.11
1.17
Mean Annual Return
3.44
0.16
R-squared (against Standard Index)
74
80.32
Standard Deviation
20.69
20.99
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.41
N/A
10 Years
Statistic
MSGIX
Category
Alpha (against Standard Index)
7.28
4.06
Beta (against Standard Index)
1.24
1.16
Mean Annual Return
3.92
0.37
R-squared (against Standard Index)
54
57.27
Standard Deviation
27.21
25.21
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.80
N/A
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