Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Friday, December 4, 2009, 1:34PM ET - U.S. Markets close in 2 hours and 26 minutes. Dow Up 0.08% Nasdaq Up 0.50%
Managers Small Cap Fund (MSSCX)On Dec 3: 13.95  Down 0.14 (0.99%)  
MORE ON MSSCX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get 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
StatisticMSSCXCategory
Alpha (against Standard Index)3.611.71
Beta (against Standard Index)1.071.15
Mean Annual Return-4.63-0.40
R-squared (against Standard Index)8885.55
Standard Deviation22.1524.28
Sharpe Ratio-0.21N/A
Treynor Ratio-6.60N/A
5 Years
StatisticMSSCXCategory
Alpha (against Standard Index)4.141.12
Beta (against Standard Index)1.101.19
Mean Annual Return3.870.21
R-squared (against Standard Index)8681.02
Standard Deviation18.9421.15
Sharpe Ratio0.14N/A
Treynor Ratio0.77N/A
10 Years
StatisticMSSCXCategory
Alpha (against Standard Index)4.795.25
Beta (against Standard Index)1.311.18
Mean Annual Return0.220.43
R-squared (against Standard Index)5356.73
Standard Deviation28.9225.52
Sharpe Ratio0.05N/A
Treynor Ratio-2.10N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center