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MTB International Equity Instl I (MVIEX)
On
Feb 9
:
7.87
0.16
(2.08%)
MORE ON MVIEX
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Research Reports
Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
33.45%
Worst 1 Yr Total Return
(2008)
:
-46.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MVIEX
Category
Alpha (against Standard Index)
-0.97
-0.14
Beta (against Standard Index)
1.06
1.02
Mean Annual Return
-9.38
-0.44
R-squared (against Standard Index)
97
95.93
Standard Deviation
25.90
24.90
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-10.70
N/A
5 Years
Statistic
MVIEX
Category
Alpha (against Standard Index)
-1.49
0.02
Beta (against Standard Index)
1.06
1.02
Mean Annual Return
1.27
0.42
R-squared (against Standard Index)
96
95.63
Standard Deviation
21.15
20.47
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.55
N/A
10 Years
Statistic
MVIEX
Category
Alpha (against Standard Index)
0.27
-0.60
Beta (against Standard Index)
0.99
1.00
Mean Annual Return
1.59
0.20
R-squared (against Standard Index)
95
92.81
Standard Deviation
18.04
18.54
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.25
N/A
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