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MTB Large-Cap Value A (VEINX)
On
Dec 8
:
9.11
0.10
(1.09%)
MORE ON VEINX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
17.56%
Worst 1 Yr Total Return
(2008)
:
-38.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VEINX
Category
Alpha (against Standard Index)
-0.02
-1.05
Beta (against Standard Index)
1.07
1.02
Mean Annual Return
-7.92
-0.55
R-squared (against Standard Index)
93
94.27
Standard Deviation
21.58
20.65
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-9.66
N/A
5 Years
Statistic
VEINX
Category
Alpha (against Standard Index)
0.89
0.04
Beta (against Standard Index)
1.06
1.02
Mean Annual Return
0.86
0.14
R-squared (against Standard Index)
93
93.13
Standard Deviation
17.59
16.85
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.04
N/A
10 Years
Statistic
VEINX
Category
Alpha (against Standard Index)
2.04
2.54
Beta (against Standard Index)
1.01
0.88
Mean Annual Return
0.79
0.27
R-squared (against Standard Index)
84
80.76
Standard Deviation
17.75
15.89
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.17
N/A
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