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Munder Bond C (MUCCX)
On
Jan 5
:
9.38
0.05
(0.54%)
MORE ON MUCCX
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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)
:
3.59%
Worst 1 Yr Total Return
(2008)
:
-0.36%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MUCCX
Category
Alpha (against Standard Index)
-2.43
-1.73
Beta (against Standard Index)
1.10
1.02
Mean Annual Return
4.21
0.39
R-squared (against Standard Index)
80
59.65
Standard Deviation
4.98
5.93
Sharpe Ratio
0.39
N/A
Treynor Ratio
1.77
N/A
5 Years
Statistic
MUCCX
Category
Alpha (against Standard Index)
-1.95
-1.13
Beta (against Standard Index)
1.06
0.98
Mean Annual Return
3.59
0.35
R-squared (against Standard Index)
83
61.85
Standard Deviation
4.21
4.90
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.57
N/A
10 Years
Statistic
MUCCX
Category
Alpha (against Standard Index)
-2.20
-0.67
Beta (against Standard Index)
1.08
0.96
Mean Annual Return
4.40
0.46
R-squared (against Standard Index)
86
70.95
Standard Deviation
4.40
4.48
Sharpe Ratio
0.34
N/A
Treynor Ratio
1.36
N/A
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