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Mutual Shares C (TEMTX)
On
Dec 29
:
19.02
0.01
(0.05%)
MORE ON TEMTX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
17.18%
Worst 1 Yr Total Return
(2008)
:
-38.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TEMTX
Category
Alpha (against Standard Index)
-2.76
-1.37
Beta (against Standard Index)
0.91
1.02
Mean Annual Return
-7.64
-0.45
R-squared (against Standard Index)
92
94.58
Standard Deviation
18.75
20.79
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-10.93
N/A
5 Years
Statistic
TEMTX
Category
Alpha (against Standard Index)
-0.65
-0.29
Beta (against Standard Index)
0.90
1.01
Mean Annual Return
0.29
0.14
R-squared (against Standard Index)
91
93.49
Standard Deviation
15.15
16.81
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.00
N/A
10 Years
Statistic
TEMTX
Category
Alpha (against Standard Index)
3.53
2.74
Beta (against Standard Index)
0.72
0.88
Mean Annual Return
4.04
0.31
R-squared (against Standard Index)
76
81.33
Standard Deviation
13.43
15.97
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.55
N/A
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