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MTB Short-Term Corp Bond A (MVSAX)
On
Dec 3
:
10.16
0.01
(0.10%)
MORE ON MVSAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
4.63%
Worst 1 Yr Total Return
(2004)
:
1.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MVSAX
Category
Alpha (against Standard Index)
1.15
-0.26
Beta (against Standard Index)
0.28
0.38
Mean Annual Return
4.71
0.30
R-squared (against Standard Index)
41
32.40
Standard Deviation
1.65
3.42
Sharpe Ratio
1.24
N/A
Treynor Ratio
8.15
N/A
5 Years
Statistic
MVSAX
Category
Alpha (against Standard Index)
0.18
-0.58
Beta (against Standard Index)
0.30
0.40
Mean Annual Return
3.83
0.27
R-squared (against Standard Index)
49
36.30
Standard Deviation
1.45
2.80
Sharpe Ratio
0.50
N/A
Treynor Ratio
2.66
N/A
10 Years
Statistic
MVSAX
Category
Alpha (against Standard Index)
-0.18
-0.21
Beta (against Standard Index)
0.33
0.44
Mean Annual Return
3.87
0.35
R-squared (against Standard Index)
57
45.80
Standard Deviation
1.63
2.67
Sharpe Ratio
0.54
N/A
Treynor Ratio
2.76
N/A
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