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Managers Small Cap Fund (MSSCX)
On
Dec 3
:
13.95
0.14
(0.99%)
MORE ON MSSCX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.82%
Worst 1 Yr Total Return
(2008)
:
-34.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MSSCX
Category
Alpha (against Standard Index)
3.61
1.71
Beta (against Standard Index)
1.07
1.15
Mean Annual Return
-4.63
-0.40
R-squared (against Standard Index)
88
85.55
Standard Deviation
22.15
24.28
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.60
N/A
5 Years
Statistic
MSSCX
Category
Alpha (against Standard Index)
4.14
1.12
Beta (against Standard Index)
1.10
1.19
Mean Annual Return
3.87
0.21
R-squared (against Standard Index)
86
81.02
Standard Deviation
18.94
21.15
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.77
N/A
10 Years
Statistic
MSSCX
Category
Alpha (against Standard Index)
4.79
5.25
Beta (against Standard Index)
1.31
1.18
Mean Annual Return
0.22
0.43
R-squared (against Standard Index)
53
56.73
Standard Deviation
28.92
25.52
Sharpe Ratio
0.05
N/A
Treynor Ratio
-2.10
N/A
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