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Thursday, January 7, 2010, 8:49PM ET - U.S. Markets Closed.
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Munder Large-Cap Growth A (MUSAX)
On
Jan 7
:
12.89
0.01
(0.08%)
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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
(2007)
:
15.49%
Worst 1 Yr Total Return
(2008)
:
-44.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MUSAX
Category
Alpha (against Standard Index)
-1.68
2.20
Beta (against Standard Index)
0.96
0.99
Mean Annual Return
-7.22
-0.14
R-squared (against Standard Index)
90
88.76
Standard Deviation
20.14
21.04
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-9.88
N/A
5 Years
Statistic
MUSAX
Category
Alpha (against Standard Index)
-1.75
0.80
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
-1.10
0.24
R-squared (against Standard Index)
89
86.59
Standard Deviation
16.47
17.50
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.21
N/A
10 Years
Statistic
MUSAX
Category
Alpha (against Standard Index)
-1.92
-0.13
Beta (against Standard Index)
0.96
1.04
Mean Annual Return
-2.40
0.05
R-squared (against Standard Index)
91
78.99
Standard Deviation
16.27
19.17
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-5.55
N/A
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