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MainStay Income Builder A (MTRAX)
On
Dec 22
:
14.60
0.05
(0.34%)
MORE ON MTRAX
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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
(2006)
:
9.16%
Worst 1 Yr Total Return
(2008)
:
-26.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MTRAX
Category
Alpha (against Standard Index)
-3.11
-2.96
Beta (against Standard Index)
0.93
1.07
Mean Annual Return
-2.01
-0.09
R-squared (against Standard Index)
93
93.10
Standard Deviation
12.78
14.78
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-4.61
N/A
5 Years
Statistic
MTRAX
Category
Alpha (against Standard Index)
-2.48
-2.53
Beta (against Standard Index)
0.94
1.06
Mean Annual Return
2.12
0.24
R-squared (against Standard Index)
92
92.17
Standard Deviation
10.57
11.94
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.92
N/A
10 Years
Statistic
MTRAX
Category
Alpha (against Standard Index)
-4.75
-2.27
Beta (against Standard Index)
1.04
1.06
Mean Annual Return
0.06
0.27
R-squared (against Standard Index)
86
86.88
Standard Deviation
11.10
11.38
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-2.77
N/A
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