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MTB International Equity B (VIEFX)
On
Nov 30
:
8.09
0.02
(0.25%)
MORE ON VIEFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
25.32%
Worst 1 Yr Total Return
(2008)
:
-46.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VIEFX
Category
Alpha (against Standard Index)
-2.06
-0.52
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
-7.80
-0.25
R-squared (against Standard Index)
97
96.20
Standard Deviation
25.66
24.79
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-9.68
N/A
5 Years
Statistic
VIEFX
Category
Alpha (against Standard Index)
-3.09
-0.43
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
1.83
0.55
R-squared (against Standard Index)
96
95.85
Standard Deviation
21.04
20.52
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.15
N/A
10 Years
Statistic
VIEFX
Category
Alpha (against Standard Index)
-0.80
-0.03
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
1.16
0.31
R-squared (against Standard Index)
95
92.22
Standard Deviation
18.28
19.09
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.83
N/A
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