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MainStay Diversified Income Inv (MSYDX)
On
Dec 18
:
8.57
0.03
(0.35%)
MORE ON MSYDX
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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
MSYDX
Category
Alpha (against Standard Index)
-2.95
-2.69
Beta (against Standard Index)
1.34
1.20
Mean Annual Return
4.40
0.37
R-squared (against Standard Index)
36
27.56
Standard Deviation
9.09
10.24
Sharpe Ratio
0.27
N/A
Treynor Ratio
1.59
N/A
5 Years
Statistic
MSYDX
Category
Alpha (against Standard Index)
-1.18
-0.62
Beta (against Standard Index)
1.19
1.10
Mean Annual Return
4.54
0.42
R-squared (against Standard Index)
36
26.62
Standard Deviation
7.24
8.38
Sharpe Ratio
0.24
N/A
Treynor Ratio
1.30
N/A
10 Years
Statistic
MSYDX
Category
Alpha (against Standard Index)
0.06
0.51
Beta (against Standard Index)
0.85
0.88
Mean Annual Return
5.83
0.54
R-squared (against Standard Index)
24
22.71
Standard Deviation
6.45
7.37
Sharpe Ratio
0.46
N/A
Treynor Ratio
3.40
N/A
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