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Munder Large Cap Value K (MUGKX)
On
Dec 23
:
11.68
0.02
(0.17%)
MORE ON MUGKX
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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)
:
17.81%
Worst 1 Yr Total Return
(2008)
:
-31.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MUGKX
Category
Alpha (against Standard Index)
-1.98
-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
17.55
20.79
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.07
N/A
5 Years
Statistic
MUGKX
Category
Alpha (against Standard Index)
-0.17
-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
14.36
16.81
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.37
N/A
10 Years
Statistic
MUGKX
Category
Alpha (against Standard Index)
1.82
2.74
Beta (against Standard Index)
0.78
0.88
Mean Annual Return
2.07
0.31
R-squared (against Standard Index)
80
81.33
Standard Deviation
14.10
15.97
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.10
N/A
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