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Mutual European C (TEURX)
On
Dec 24
:
20.01
0.01
(0.05%)
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
26.10%
Worst 1 Yr Total Return
(2008)
:
-33.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TEURX
Category
Alpha (against Standard Index)
0.75
0.82
Beta (against Standard Index)
0.63
1.08
Mean Annual Return
-1.51
-0.19
R-squared (against Standard Index)
81
91.61
Standard Deviation
16.71
27.22
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-6.03
N/A
5 Years
Statistic
TEURX
Category
Alpha (against Standard Index)
2.89
1.83
Beta (against Standard Index)
0.64
1.08
Mean Annual Return
7.04
0.68
R-squared (against Standard Index)
80
89.97
Standard Deviation
14.10
22.73
Sharpe Ratio
0.35
N/A
Treynor Ratio
6.33
N/A
10 Years
Statistic
TEURX
Category
Alpha (against Standard Index)
6.36
4.96
Beta (against Standard Index)
0.63
1.05
Mean Annual Return
9.06
0.71
R-squared (against Standard Index)
68
78.88
Standard Deviation
13.84
21.81
Sharpe Ratio
0.49
N/A
Treynor Ratio
9.72
N/A
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