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MTB Large-Cap Growth A (VLCPX)
On
Dec 4
:
7.48
0.02
(0.27%)
MORE ON VLCPX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
10.26%
Worst 1 Yr Total Return
(2008)
:
-39.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VLCPX
Category
Alpha (against Standard Index)
1.17
2.45
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-6.00
-0.24
R-squared (against Standard Index)
95
88.47
Standard Deviation
20.01
20.84
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-8.42
N/A
5 Years
Statistic
VLCPX
Category
Alpha (against Standard Index)
-0.90
0.94
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-0.63
0.21
R-squared (against Standard Index)
95
86.37
Standard Deviation
16.38
17.46
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-3.65
N/A
10 Years
Statistic
VLCPX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.04
R-squared (against Standard Index)
N/A
78.62
Standard Deviation
N/A
19.22
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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