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MainStay Small Cap Growth A (MSMAX)
On
Nov 24
:
11.52
0.04
(0.35%)
MORE ON MSMAX
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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)
:
9.02%
Worst 1 Yr Total Return
(2008)
:
-40.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MSMAX
Category
Alpha (against Standard Index)
-5.24
1.71
Beta (against Standard Index)
1.04
1.15
Mean Annual Return
-12.47
-0.40
R-squared (against Standard Index)
87
85.55
Standard Deviation
21.66
24.28
Sharpe Ratio
-0.61
N/A
Treynor Ratio
-14.37
N/A
5 Years
Statistic
MSMAX
Category
Alpha (against Standard Index)
-3.76
1.12
Beta (against Standard Index)
1.10
1.19
Mean Annual Return
-4.14
0.21
R-squared (against Standard Index)
80
81.02
Standard Deviation
19.57
21.15
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-6.50
N/A
10 Years
Statistic
MSMAX
Category
Alpha (against Standard Index)
0.65
5.25
Beta (against Standard Index)
1.19
1.18
Mean Annual Return
-3.57
0.43
R-squared (against Standard Index)
43
56.73
Standard Deviation
29.09
25.52
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-5.52
N/A
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