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Munder International Equity K (MUIKX)
On
Dec 4
:
14.40
0.02
(0.14%)
MORE ON MUIKX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
27.74%
Worst 1 Yr Total Return
(2008)
:
-39.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MUIKX
Category
Alpha (against Standard Index)
1.91
-0.42
Beta (against Standard Index)
1.11
1.00
Mean Annual Return
-4.59
-0.24
R-squared (against Standard Index)
96
95.20
Standard Deviation
27.07
24.69
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-6.33
N/A
5 Years
Statistic
MUIKX
Category
Alpha (against Standard Index)
0.33
-0.74
Beta (against Standard Index)
1.09
1.00
Mean Annual Return
5.36
0.52
R-squared (against Standard Index)
96
94.71
Standard Deviation
22.11
20.34
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.14
N/A
10 Years
Statistic
MUIKX
Category
Alpha (against Standard Index)
0.26
2.15
Beta (against Standard Index)
1.09
0.98
Mean Annual Return
1.99
0.49
R-squared (against Standard Index)
95
91.79
Standard Deviation
20.06
18.42
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.90
N/A
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