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Munder Index 500 A (MUXAX)
On
Jan 6
:
20.11
0.02
(0.10%)
MORE ON MUXAX
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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
(2006)
:
15.12%
Worst 1 Yr Total Return
(2008)
:
-37.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MUXAX
Category
Alpha (against Standard Index)
-0.48
0.06
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-6.27
-0.33
R-squared (against Standard Index)
99
95.82
Standard Deviation
19.93
20.42
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-8.52
N/A
5 Years
Statistic
MUXAX
Category
Alpha (against Standard Index)
-0.54
0.04
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
0.15
0.17
R-squared (against Standard Index)
99
95.19
Standard Deviation
16.12
16.64
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.83
N/A
10 Years
Statistic
MUXAX
Category
Alpha (against Standard Index)
-0.58
0.81
Beta (against Standard Index)
1.00
0.96
Mean Annual Return
-1.15
0.14
R-squared (against Standard Index)
99
91.13
Standard Deviation
16.25
16.39
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.07
N/A
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