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MTB International Equity Instl I (MVIEX)
On
Dec 4
:
8.61
0.03
(0.35%)
MORE ON MVIEX
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Research Reports
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)
:
26.40%
Worst 1 Yr Total Return
(2008)
:
-46.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MVIEX
Category
Alpha (against Standard Index)
-1.17
-0.52
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
-6.98
-0.25
R-squared (against Standard Index)
97
96.20
Standard Deviation
25.70
24.79
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-8.90
N/A
5 Years
Statistic
MVIEX
Category
Alpha (against Standard Index)
-2.23
-0.43
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
2.71
0.55
R-squared (against Standard Index)
96
95.85
Standard Deviation
21.07
20.52
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.31
N/A
10 Years
Statistic
MVIEX
Category
Alpha (against Standard Index)
-0.01
-0.03
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
1.97
0.31
R-squared (against Standard Index)
95
92.22
Standard Deviation
18.31
19.09
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.01
N/A
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