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Munder Technology C (MTFTX)
On
Feb 9
:
2.97
0.03
(1.02%)
MORE ON MTFTX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
55.34%
Worst 1 Yr Total Return
(2008)
:
-47.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MTFTX
Category
Alpha (against Standard Index)
4.01
7.74
Beta (against Standard Index)
1.13
1.15
Mean Annual Return
-5.63
0.09
R-squared (against Standard Index)
77
78.25
Standard Deviation
25.64
26.09
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-6.74
N/A
5 Years
Statistic
MTFTX
Category
Alpha (against Standard Index)
-0.08
4.15
Beta (against Standard Index)
1.18
1.19
Mean Annual Return
-1.30
0.45
R-squared (against Standard Index)
72
73.34
Standard Deviation
22.10
22.43
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-3.59
N/A
10 Years
Statistic
MTFTX
Category
Alpha (against Standard Index)
-7.51
-1.75
Beta (against Standard Index)
1.64
1.52
Mean Annual Return
-13.65
-0.20
R-squared (against Standard Index)
59
59.37
Standard Deviation
34.33
31.87
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-10.05
N/A
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