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Munder Index 500 B (MUXBX)
On
Dec 1
:
20.28
0.24
(1.20%)
MORE ON MUXBX
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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
(2006)
:
14.82%
Worst 1 Yr Total Return
(2008)
:
-37.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MUXBX
Category
Alpha (against Standard Index)
-0.79
0.38
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-7.77
-0.41
R-squared (against Standard Index)
99
95.50
Standard Deviation
19.61
20.09
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-10.17
N/A
5 Years
Statistic
MUXBX
Category
Alpha (against Standard Index)
-0.82
0.26
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-0.49
0.16
R-squared (against Standard Index)
99
94.84
Standard Deviation
15.99
16.47
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-3.51
N/A
10 Years
Statistic
MUXBX
Category
Alpha (against Standard Index)
-0.87
0.84
Beta (against Standard Index)
1.00
0.97
Mean Annual Return
-1.81
0.11
R-squared (against Standard Index)
99
91.16
Standard Deviation
16.15
16.35
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-4.78
N/A
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