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Monteagle Select Value (MVEIX)
On
Jan 6
:
9.51
0.10
(1.06%)
MORE ON MVEIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
15.17%
Worst 1 Yr Total Return
(2008)
:
-42.36%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MVEIX
Category
Alpha (against Standard Index)
-5.51
0.06
Beta (against Standard Index)
1.03
1.00
Mean Annual Return
-11.26
-0.33
R-squared (against Standard Index)
95
95.82
Standard Deviation
20.98
20.42
Sharpe Ratio
-0.57
N/A
Treynor Ratio
-13.16
N/A
5 Years
Statistic
MVEIX
Category
Alpha (against Standard Index)
-3.85
0.04
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
-3.32
0.17
R-squared (against Standard Index)
93
95.19
Standard Deviation
17.15
16.64
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-6.13
N/A
10 Years
Statistic
MVEIX
Category
Alpha (against Standard Index)
3.80
0.81
Beta (against Standard Index)
0.93
0.96
Mean Annual Return
3.24
0.14
R-squared (against Standard Index)
78
91.13
Standard Deviation
17.16
16.39
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.34
N/A
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