Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Wednesday, December 9, 2009, 10:39AM ET - U.S. Markets close in 5 hours and 21 minutes.
Dow
0.05%
Nasdaq
0.41%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
MTB Mgd Allocation Aggressive Gr A (VMAGX)
On
Dec 8
:
6.94
0.08
(1.14%)
MORE ON VMAGX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
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)
:
13.71%
Worst 1 Yr Total Return
(2008)
:
-41.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VMAGX
Category
Alpha (against Standard Index)
0.66
0.38
Beta (against Standard Index)
1.08
1.00
Mean Annual Return
-7.36
-0.41
R-squared (against Standard Index)
95
95.50
Standard Deviation
21.55
20.09
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-9.07
N/A
5 Years
Statistic
VMAGX
Category
Alpha (against Standard Index)
-0.32
0.26
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
-0.36
0.16
R-squared (against Standard Index)
95
94.84
Standard Deviation
17.54
16.47
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.15
N/A
10 Years
Statistic
VMAGX
Category
Alpha (against Standard Index)
0.31
0.84
Beta (against Standard Index)
0.91
0.97
Mean Annual Return
-0.35
0.11
R-squared (against Standard Index)
88
91.16
Standard Deviation
15.63
16.35
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.63
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center