Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, January 7, 2010, 3:10AM ET - U.S. Markets open in 6 hours and 20 minutes.
Dow
0.02%
Nasdaq
0.00%
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 C (MTFTX)
On
Jan 6
:
3.23
0.02
(0.62%)
MORE ON MTFTX
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)
:
14.62%
Worst 1 Yr Total Return
(2008)
:
-47.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MTFTX
Category
Alpha (against Standard Index)
3.44
6.38
Beta (against Standard Index)
1.11
1.13
Mean Annual Return
-4.31
0.14
R-squared (against Standard Index)
77
78.37
Standard Deviation
25.10
25.34
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-5.94
N/A
5 Years
Statistic
MTFTX
Category
Alpha (against Standard Index)
-0.95
3.18
Beta (against Standard Index)
1.16
1.18
Mean Annual Return
-1.51
0.42
R-squared (against Standard Index)
72
73.49
Standard Deviation
21.90
22.16
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.87
N/A
10 Years
Statistic
MTFTX
Category
Alpha (against Standard Index)
-5.03
0.36
Beta (against Standard Index)
1.65
1.54
Mean Annual Return
-11.36
0.00
R-squared (against Standard Index)
58
58.28
Standard Deviation
35.11
32.85
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-8.67
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center