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Munder Technology Y (MTFYX)
On
Jan 7
:
4.28
0.03
(0.70%)
MORE ON MTFYX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
15.80%
Worst 1 Yr Total Return
(2008)
:
-46.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MTFYX
Category
Alpha (against Standard Index)
4.52
6.38
Beta (against Standard Index)
1.11
1.13
Mean Annual Return
-3.31
0.14
R-squared (against Standard Index)
76
78.37
Standard Deviation
25.20
25.34
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-5.02
N/A
5 Years
Statistic
MTFYX
Category
Alpha (against Standard Index)
0.08
3.18
Beta (against Standard Index)
1.16
1.18
Mean Annual Return
-0.49
0.42
R-squared (against Standard Index)
72
73.49
Standard Deviation
21.90
22.16
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.99
N/A
10 Years
Statistic
MTFYX
Category
Alpha (against Standard Index)
-3.97
0.36
Beta (against Standard Index)
1.65
1.54
Mean Annual Return
-10.42
0.00
R-squared (against Standard Index)
58
58.28
Standard Deviation
35.14
32.85
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-8.08
N/A
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