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Benchmark SP 500  1,652   12.77  Index Moved Up 0.78% United States ...


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Alpha and Beta Analysis

 
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Investment horizon: 
  30 Days    Login   to change
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Macroaxis does not give investment advice. However this page provides you with the information you may use to make an intelligent buy, sell, or hold decision applied to your particular trading strategy or market timing initiative. See also Munder Backtesting, Portfolio Optimization, Munder Correlation, Munder Prediction, Munder Volatility, Munder History and anaylize Munder Performance

Munder MicroCap Equity A

    
alpha for Munder MicroCap Equity A (alpha)= 0.14     beta for Munder MicroCap Equity A (beta)= 1.04     
30 days against GSPC
Risk Adjusted Performance     0.052Jensen Alpha     0.1428Total Risk Alpha     0.1566Sortino Ratio     0.1321Treynor Ratio     0.0482
    

Munder Fundamentals

    
    
 Better Than Average     
    
 Worse Than Average Compare Munder to competition
MunderPeer Average
Price to Earning
14.04 times
7.69 times
Price to Book
1.28 times
1.01 times
Price to Sales
0.74 times
0.67 times
Year to Date Return
6.26 %
2.91 %
One Year Return
(0.06) %
1.02 %
Three Year Return
23.54 %
4.62 %
Five Year Return
(3.12) %
0.30 %
Ten Year Return
5.03 %
1.26 %
Net Asset
79.69 M
579.72 M
Minimum Initial Investment
2.5 K
778.78 K
Last Dividend Paid
0.32
0.66
Holdings Turnover
56.00 %
53.90 %
    
   

Munder Market Performance

    
Munder
Performance
3
Out Of
100
Over 30
Days
97% of all equities and portfolios perform better than Munder MicroCap Equity A. Compared with the overall equity markets, risk-adjusted returns on investments in Munder MicroCap Equity A are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days.
    

Munder Return and Market Media

    
The median price of Munder for the period between Sun, May 19, 2013 and Tue, Jun 18, 2013 is 35.13 with a coefficient of variation of 0.87. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 35.13, and mean deviation of 0.24. The Fund did not receive any noticable media coverage during the period.
Munder         SP 500
Price Growth (%)
 
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