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Munder Bond A (MUCAX)
On
Dec 1
:
9.40
0.02
(0.21%)
MORE ON MUCAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2006)
:
4.38%
Worst 1 Yr Total Return
(2008)
:
0.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MUCAX
Category
Alpha (against Standard Index)
-1.68
-1.72
Beta (against Standard Index)
1.10
1.02
Mean Annual Return
4.93
0.39
R-squared (against Standard Index)
79
59.27
Standard Deviation
4.98
5.93
Sharpe Ratio
0.50
N/A
Treynor Ratio
2.29
N/A
5 Years
Statistic
MUCAX
Category
Alpha (against Standard Index)
-1.22
-1.05
Beta (against Standard Index)
1.06
0.98
Mean Annual Return
3.89
0.33
R-squared (against Standard Index)
82
61.87
Standard Deviation
4.24
4.88
Sharpe Ratio
0.22
N/A
Treynor Ratio
0.82
N/A
10 Years
Statistic
MUCAX
Category
Alpha (against Standard Index)
-1.43
-0.65
Beta (against Standard Index)
1.08
0.96
Mean Annual Return
5.04
0.45
R-squared (against Standard Index)
85
71.12
Standard Deviation
4.39
4.47
Sharpe Ratio
0.47
N/A
Treynor Ratio
1.93
N/A
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