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Mutual Beacon A (TEBIX)
On
Dec 21
:
11.35
0.10
(0.89%)
MORE ON TEBIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
20.65%
Worst 1 Yr Total Return
(2008)
:
-40.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TEBIX
Category
Alpha (against Standard Index)
-2.72
-1.37
Beta (against Standard Index)
0.95
1.02
Mean Annual Return
-8.03
-0.45
R-squared (against Standard Index)
91
94.58
Standard Deviation
19.70
20.79
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-10.88
N/A
5 Years
Statistic
TEBIX
Category
Alpha (against Standard Index)
-0.30
-0.29
Beta (against Standard Index)
0.94
1.01
Mean Annual Return
0.47
0.14
R-squared (against Standard Index)
89
93.49
Standard Deviation
15.92
16.81
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.70
N/A
10 Years
Statistic
TEBIX
Category
Alpha (against Standard Index)
4.40
2.74
Beta (against Standard Index)
0.74
0.88
Mean Annual Return
4.84
0.31
R-squared (against Standard Index)
75
81.33
Standard Deviation
13.86
15.97
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.59
N/A
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