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Mutual Financial Services A (TFSIX)
On
Jan 5
:
12.31
0.06
(0.49%)
MORE ON TFSIX
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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)
:
19.35%
Worst 1 Yr Total Return
(2008)
:
-40.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TFSIX
Category
Alpha (against Standard Index)
-10.60
-6.82
Beta (against Standard Index)
0.77
1.25
Mean Annual Return
-13.68
-1.03
R-squared (against Standard Index)
79
74.94
Standard Deviation
17.19
28.68
Sharpe Ratio
-0.89
N/A
Treynor Ratio
-20.69
N/A
5 Years
Statistic
TFSIX
Category
Alpha (against Standard Index)
-3.99
-5.00
Beta (against Standard Index)
0.81
1.23
Mean Annual Return
-2.86
-0.27
R-squared (against Standard Index)
76
72.88
Standard Deviation
14.83
23.25
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-7.26
N/A
10 Years
Statistic
TFSIX
Category
Alpha (against Standard Index)
5.21
3.88
Beta (against Standard Index)
0.65
0.91
Mean Annual Return
5.73
0.40
R-squared (against Standard Index)
50
54.16
Standard Deviation
15.00
20.04
Sharpe Ratio
0.26
N/A
Treynor Ratio
4.30
N/A
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