Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Sunday, December 27, 2009, 7:51AM ET - U.S. Markets Closed.
Dow
0.51%
Nasdaq
0.71%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Mutual Shares Z (MUTHX)
On
Dec 24
:
19.30
0.06
(0.31%)
MORE ON MUTHX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
18.37%
Worst 1 Yr Total Return
(2008)
:
-37.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MUTHX
Category
Alpha (against Standard Index)
-1.76
-1.37
Beta (against Standard Index)
0.91
1.02
Mean Annual Return
-6.71
-0.45
R-squared (against Standard Index)
92
94.58
Standard Deviation
18.76
20.79
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-9.89
N/A
5 Years
Statistic
MUTHX
Category
Alpha (against Standard Index)
0.35
-0.29
Beta (against Standard Index)
0.90
1.01
Mean Annual Return
1.29
0.14
R-squared (against Standard Index)
91
93.49
Standard Deviation
15.16
16.81
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-1.88
N/A
10 Years
Statistic
MUTHX
Category
Alpha (against Standard Index)
4.53
2.74
Beta (against Standard Index)
0.72
0.88
Mean Annual Return
5.08
0.31
R-squared (against Standard Index)
76
81.33
Standard Deviation
13.44
15.97
Sharpe Ratio
0.22
N/A
Treynor Ratio
3.00
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center