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MTB Mgd Allocation Conservative Gr B (VMCBX)
On
Dec 4
:
8.79
0.01
(0.11%)
MORE ON VMCBX
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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)
:
5.89%
Worst 1 Yr Total Return
(2008)
:
-19.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VMCBX
Category
Alpha (against Standard Index)
-2.20
-0.86
Beta (against Standard Index)
0.77
0.74
Mean Annual Return
-1.12
0.06
R-squared (against Standard Index)
97
86.33
Standard Deviation
10.20
10.51
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-4.60
N/A
5 Years
Statistic
VMCBX
Category
Alpha (against Standard Index)
-3.38
-1.44
Beta (against Standard Index)
0.73
0.71
Mean Annual Return
0.86
0.26
R-squared (against Standard Index)
95
84.96
Standard Deviation
8.03
8.32
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-2.97
N/A
10 Years
Statistic
VMCBX
Category
Alpha (against Standard Index)
-2.54
-1.02
Beta (against Standard Index)
0.60
0.71
Mean Annual Return
1.52
0.29
R-squared (against Standard Index)
84
78.75
Standard Deviation
6.47
8.01
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-2.43
N/A
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