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Meridian Value (MVALX)
On
Dec 2
:
24.33
0.15
(0.62%)
MORE ON MVALX
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Risk
As of 31-Oct-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)
:
18.67%
Worst 1 Yr Total Return
(2008)
:
-31.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MVALX
Category
Alpha (against Standard Index)
1.29
2.78
Beta (against Standard Index)
0.92
1.14
Mean Annual Return
-5.08
-0.31
R-squared (against Standard Index)
91
88.48
Standard Deviation
18.85
23.83
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-8.16
N/A
5 Years
Statistic
MVALX
Category
Alpha (against Standard Index)
1.70
2.11
Beta (against Standard Index)
0.95
1.17
Mean Annual Return
2.10
0.29
R-squared (against Standard Index)
88
86.78
Standard Deviation
16.13
20.06
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.98
N/A
10 Years
Statistic
MVALX
Category
Alpha (against Standard Index)
8.81
6.25
Beta (against Standard Index)
0.79
1.05
Mean Annual Return
8.83
0.54
R-squared (against Standard Index)
68
72.80
Standard Deviation
15.49
19.97
Sharpe Ratio
0.44
N/A
Treynor Ratio
7.39
N/A
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