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Scout Small Cap (UMBHX)
On
Dec 16
:
12.55
0.09
(0.72%)
MORE ON UMBHX
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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
(2004)
:
24.73%
Worst 1 Yr Total Return
(2008)
:
-40.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
UMBHX
Category
Alpha (against Standard Index)
-2.68
0.16
Beta (against Standard Index)
0.99
1.12
Mean Annual Return
-8.60
-0.38
R-squared (against Standard Index)
80
84.86
Standard Deviation
21.89
24.29
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-11.00
N/A
5 Years
Statistic
UMBHX
Category
Alpha (against Standard Index)
-1.77
-0.01
Beta (against Standard Index)
1.02
1.17
Mean Annual Return
-1.50
0.16
R-squared (against Standard Index)
76
80.32
Standard Deviation
18.68
20.99
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.42
N/A
10 Years
Statistic
UMBHX
Category
Alpha (against Standard Index)
6.31
4.06
Beta (against Standard Index)
0.73
1.16
Mean Annual Return
6.56
0.37
R-squared (against Standard Index)
56
57.27
Standard Deviation
15.88
25.21
Sharpe Ratio
0.30
N/A
Treynor Ratio
4.96
N/A
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