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Fifth Third Micro Cap Value Inv C (MXCSX)
On
Dec 3
:
2.78
0.04
(1.42%)
MORE ON MXCSX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2004)
:
22.83%
Worst 1 Yr Total Return
(2008)
:
-31.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MXCSX
Category
Alpha (against Standard Index)
2.38
1.78
Beta (against Standard Index)
1.19
1.18
Mean Annual Return
-7.60
-0.41
R-squared (against Standard Index)
78
85.71
Standard Deviation
26.31
24.90
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-8.41
N/A
5 Years
Statistic
MXCSX
Category
Alpha (against Standard Index)
0.27
1.92
Beta (against Standard Index)
1.22
1.20
Mean Annual Return
-0.93
0.27
R-squared (against Standard Index)
75
82.80
Standard Deviation
22.44
21.07
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.23
N/A
10 Years
Statistic
MXCSX
Category
Alpha (against Standard Index)
9.71
9.10
Beta (against Standard Index)
1.03
0.95
Mean Annual Return
8.08
0.80
R-squared (against Standard Index)
61
64.80
Standard Deviation
21.03
19.04
Sharpe Ratio
0.34
N/A
Treynor Ratio
4.98
N/A
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