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Munder Large-Cap Growth B (MUSGX)
On
Dec 24
:
11.02
0.04
(0.36%)
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Research Reports
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)
:
14.62%
Worst 1 Yr Total Return
(2008)
:
-44.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MUSGX
Category
Alpha (against Standard Index)
-2.42
2.20
Beta (against Standard Index)
0.96
0.99
Mean Annual Return
-7.90
-0.14
R-squared (against Standard Index)
90
88.76
Standard Deviation
20.12
21.04
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.60
N/A
5 Years
Statistic
MUSGX
Category
Alpha (against Standard Index)
-2.52
0.80
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
-1.85
0.24
R-squared (against Standard Index)
90
86.59
Standard Deviation
16.44
17.50
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-4.99
N/A
10 Years
Statistic
MUSGX
Category
Alpha (against Standard Index)
-2.69
-0.13
Beta (against Standard Index)
0.96
1.04
Mean Annual Return
-3.16
0.05
R-squared (against Standard Index)
92
78.99
Standard Deviation
16.27
19.17
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-6.33
N/A
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