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    Matthew 25 (MXXVX)

    32.54 Down 0.02(0.06%) Mar 5

    Risk as of Feb 27, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up16
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):47.89%
    Worst 1 Yr Total Return(Dec 30, 2008):-40.44%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticMXXVXCategory
    Alpha (against Standard Index)0.37-1.38
    Beta (against Standard Index)1.061.03
    Mean Annual Return1.541.32
    R-squared (against Standard Index)84.9581.44
    Standard Deviation10.9410.72
    Sharpe Ratio1.691.48
    Treynor Ratio18.3115.84
    5 Years
    StatisticMXXVXCategory
    Alpha (against Standard Index)4.37-1.37
    Beta (against Standard Index)1.131.06
    Mean Annual Return1.861.24
    R-squared (against Standard Index)85.8989.89
    Standard Deviation15.9214.47
    Sharpe Ratio1.401.03
    Treynor Ratio20.5814.00
    10 Years
    StatisticMXXVXCategory
    Alpha (against Standard Index)0.360.25
    Beta (against Standard Index)1.191.03
    Mean Annual Return0.880.74
    R-squared (against Standard Index)77.2687.62
    Standard Deviation19.8816.16
    Sharpe Ratio0.460.46
    Treynor Ratio6.286.21