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Fifth Third All Cap Value Inv C (MXLCX)
On
Dec 4
:
12.86
0.08
(0.63%)
MORE ON MXLCX
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Risk
As of 31-Oct-09
Get
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)
:
19.43%
Worst 1 Yr Total Return
(2008)
:
-41.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MXLCX
Category
Alpha (against Standard Index)
-1.49
-1.05
Beta (against Standard Index)
1.15
1.02
Mean Annual Return
-10.18
-0.55
R-squared (against Standard Index)
96
94.27
Standard Deviation
22.97
20.65
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-10.92
N/A
5 Years
Statistic
MXLCX
Category
Alpha (against Standard Index)
-0.17
0.04
Beta (against Standard Index)
1.16
1.02
Mean Annual Return
-0.57
0.14
R-squared (against Standard Index)
95
93.13
Standard Deviation
18.83
16.85
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.11
N/A
10 Years
Statistic
MXLCX
Category
Alpha (against Standard Index)
6.31
2.54
Beta (against Standard Index)
1.04
0.88
Mean Annual Return
5.03
0.27
R-squared (against Standard Index)
86
80.76
Standard Deviation
18.10
15.89
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.98
N/A
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