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MainStay Floating Rate A (MXFAX)
On
Dec 18
:
9.02
0.01
(0.11%)
MORE ON MXFAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
5.75%
Worst 1 Yr Total Return
(2008)
:
-22.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MXFAX
Category
Alpha (against Standard Index)
-1.07
-3.49
Beta (against Standard Index)
0.24
0.17
Mean Annual Return
1.54
-0.05
R-squared (against Standard Index)
1
0.47
Standard Deviation
11.09
13.94
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-3.07
N/A
5 Years
Statistic
MXFAX
Category
Alpha (against Standard Index)
-0.25
-1.49
Beta (against Standard Index)
0.17
0.10
Mean Annual Return
2.78
0.14
R-squared (against Standard Index)
1
0.39
Standard Deviation
8.57
10.59
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.26
N/A
10 Years
Statistic
MXFAX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
-0.02
Mean Annual Return
N/A
0.25
R-squared (against Standard Index)
N/A
0.04
Standard Deviation
N/A
7.92
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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