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Munder Large-Cap Growth C (MUSCX)
On
Dec 4
:
10.84
0.04
(0.37%)
MORE ON MUSCX
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Risk
As of 31-Oct-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)
:
14.56%
Worst 1 Yr Total Return
(2008)
:
-44.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MUSCX
Category
Alpha (against Standard Index)
-2.29
2.45
Beta (against Standard Index)
0.96
1.00
Mean Annual Return
-8.94
-0.24
R-squared (against Standard Index)
90
88.47
Standard Deviation
19.86
20.84
Sharpe Ratio
-0.49
N/A
Treynor Ratio
-11.83
N/A
5 Years
Statistic
MUSCX
Category
Alpha (against Standard Index)
-2.19
0.94
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
-1.90
0.21
R-squared (against Standard Index)
89
86.37
Standard Deviation
16.41
17.46
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.05
N/A
10 Years
Statistic
MUSCX
Category
Alpha (against Standard Index)
-2.71
0.18
Beta (against Standard Index)
0.96
1.04
Mean Annual Return
-3.52
0.04
R-squared (against Standard Index)
91
78.62
Standard Deviation
16.16
19.22
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-6.77
N/A
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