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Matthew 25 (MXXVX)

22.46 Down 0.54(2.35%) Feb 8

Risk as of Jan 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up16
Number of Years Down4
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
Alpha (against Standard Index)-7.43-1.67
Beta (against Standard Index)1.081.00
Mean Annual Return0.401.09
R-squared (against Standard Index)81.1593.88
Standard Deviation13.1510.98
Sharpe Ratio0.361.19
Treynor Ratio3.7113.19
5 Years
Alpha (against Standard Index)-2.26-1.89
Beta (against Standard Index)1.201.03
Mean Annual Return0.920.92
R-squared (against Standard Index)84.0494.73
Standard Deviation15.7112.33
Sharpe Ratio0.700.89
Treynor Ratio8.5410.51
10 Years
Alpha (against Standard Index)-1.66-0.78
Beta (against Standard Index)1.171.01
Mean Annual Return0.570.62
R-squared (against Standard Index)78.6795.22
Standard Deviation19.9015.58
Sharpe Ratio0.290.41
Treynor Ratio3.295.26