Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, December 24, 2009, 1:42AM ET - U.S. Markets open in 7 hours and 48 minutes.
Dow
0.01%
Nasdaq
0.75%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Munder Technology B (MTFBX)
On
Dec 23
:
3.54
0.03
(0.85%)
MORE ON MTFBX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-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
(2007)
:
14.47%
Worst 1 Yr Total Return
(2008)
:
-47.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MTFBX
Category
Alpha (against Standard Index)
3.42
6.38
Beta (against Standard Index)
1.11
1.13
Mean Annual Return
-4.34
0.14
R-squared (against Standard Index)
77
78.37
Standard Deviation
25.12
25.34
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-5.95
N/A
5 Years
Statistic
MTFBX
Category
Alpha (against Standard Index)
-0.96
3.18
Beta (against Standard Index)
1.17
1.18
Mean Annual Return
-1.53
0.42
R-squared (against Standard Index)
72
73.49
Standard Deviation
21.94
22.16
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.88
N/A
10 Years
Statistic
MTFBX
Category
Alpha (against Standard Index)
-4.98
0.36
Beta (against Standard Index)
1.65
1.54
Mean Annual Return
-11.34
0.00
R-squared (against Standard Index)
58
58.28
Standard Deviation
35.14
32.85
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-8.63
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center