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Munder Large Cap Value Y (MUGYX)
On
Dec 1
:
11.58
0.14
(1.22%)
MORE ON MUGYX
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Research Reports
Risk
As of 31-Oct-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)
:
18.17%
Worst 1 Yr Total Return
(2008)
:
-31.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MUGYX
Category
Alpha (against Standard Index)
-1.51
-1.05
Beta (against Standard Index)
0.87
1.02
Mean Annual Return
-7.12
-0.55
R-squared (against Standard Index)
97
94.27
Standard Deviation
17.34
20.65
Sharpe Ratio
-0.48
N/A
Treynor Ratio
-10.94
N/A
5 Years
Statistic
MUGYX
Category
Alpha (against Standard Index)
0.46
0.04
Beta (against Standard Index)
0.88
1.02
Mean Annual Return
1.21
0.14
R-squared (against Standard Index)
96
93.13
Standard Deviation
14.38
16.85
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.06
N/A
10 Years
Statistic
MUGYX
Category
Alpha (against Standard Index)
1.68
2.54
Beta (against Standard Index)
0.78
0.88
Mean Annual Return
1.63
0.27
R-squared (against Standard Index)
79
80.76
Standard Deviation
14.07
15.89
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.73
N/A
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