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Munder Large Cap Value A (MUGAX)
On
Jan 5
:
11.79
0.03
(0.26%)
MORE ON MUGAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
17.82%
Worst 1 Yr Total Return
(2008)
:
-31.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MUGAX
Category
Alpha (against Standard Index)
-2.01
-1.37
Beta (against Standard Index)
0.87
1.02
Mean Annual Return
-6.48
-0.45
R-squared (against Standard Index)
97
94.58
Standard Deviation
17.50
20.79
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.11
N/A
5 Years
Statistic
MUGAX
Category
Alpha (against Standard Index)
-0.18
-0.29
Beta (against Standard Index)
0.87
1.01
Mean Annual Return
0.92
0.14
R-squared (against Standard Index)
96
93.49
Standard Deviation
14.33
16.81
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.37
N/A
10 Years
Statistic
MUGAX
Category
Alpha (against Standard Index)
1.81
2.74
Beta (against Standard Index)
0.78
0.88
Mean Annual Return
2.06
0.31
R-squared (against Standard Index)
80
81.33
Standard Deviation
14.07
15.97
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.12
N/A
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