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Mutual Financial Services Z (TEFAX)
On
Dec 24
:
12.01
0.00
(0.00%)
MORE ON TEFAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
19.73%
Worst 1 Yr Total Return
(2008)
:
-40.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TEFAX
Category
Alpha (against Standard Index)
-10.31
-6.82
Beta (against Standard Index)
0.77
1.25
Mean Annual Return
-13.42
-1.03
R-squared (against Standard Index)
79
74.94
Standard Deviation
17.21
28.68
Sharpe Ratio
-0.88
N/A
Treynor Ratio
-20.35
N/A
5 Years
Statistic
TEFAX
Category
Alpha (against Standard Index)
-3.69
-5.00
Beta (against Standard Index)
0.81
1.23
Mean Annual Return
-2.57
-0.27
R-squared (against Standard Index)
76
72.88
Standard Deviation
14.84
23.25
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-6.91
N/A
10 Years
Statistic
TEFAX
Category
Alpha (against Standard Index)
5.54
3.88
Beta (against Standard Index)
0.65
0.91
Mean Annual Return
6.07
0.40
R-squared (against Standard Index)
50
54.16
Standard Deviation
15.01
20.04
Sharpe Ratio
0.28
N/A
Treynor Ratio
4.82
N/A
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