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Mount Lucas U.S. Focused Equity Fund Class I (BMLEX)

Nasdaq - Nasdaq Delayed Price. Currency in USD
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9.760.00 (0.00%)
At close: 09:00PM EDT
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Risk Overview

Morningstar Risk Rating★★★★★
Number of Years Up7
Number of Years Down4
Best 1 Yr Total Return (Feb 3, 2019)42.32%
Worst 1 Yr Total Return (Feb 3, 2019)-43.92%

Risk Statistics

3 Years
BMLEXCategory Average
5 Years
BMLEXCategory Average
10 Years
BMLEXCategory Average
Alpha
-3.79-0.06
-5.3-0.05
-3.28-0.03
BETA
1.060.01
1.050.01
1.130.01
Mean Annual Return
0.860.01
0.520.01
0.970.01
R-squared
68.880.88
74.370.87
80.350.88
Standard Deviation
15.590.2
14.460.16
15.850.15
Sharpe Ratio
0.560.01
0.360.01
0.70.01
Treynor Ratio
7.430.11
4.070.11
9.190.1
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