Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Thursday, December 24, 2009, 4:13PM ET - U.S. Markets closed early today. Dow Up 0.51% Nasdaq Up 0.71%
Fifth Third All Cap Value Instl (MXEIX)On Dec 23: 14.17  Up 0.03 (0.21%)  
MORE ON MXEIX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):20.60%
Worst 1 Yr Total Return (2008):-41.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMXEIXCategory
Alpha (against Standard Index)-1.53-1.37
Beta (against Standard Index)1.141.02
Mean Annual Return-8.72-0.45
R-squared (against Standard Index)9694.58
Standard Deviation23.1220.79
Sharpe Ratio-0.37N/A
Treynor Ratio-9.63N/A
5 Years
StatisticMXEIXCategory
Alpha (against Standard Index)-0.06-0.29
Beta (against Standard Index)1.141.01
Mean Annual Return0.020.14
R-squared (against Standard Index)9593.49
Standard Deviation18.7416.81
Sharpe Ratio-0.06N/A
Treynor Ratio-2.61N/A
10 Years
StatisticMXEIXCategory
Alpha (against Standard Index)7.292.74
Beta (against Standard Index)1.040.88
Mean Annual Return6.480.31
R-squared (against Standard Index)8681.33
Standard Deviation18.1615.97
Sharpe Ratio0.28N/A
Treynor Ratio3.43N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center