Alpha and Beta Analysis
|
|
|
![]() | (alpha) | = | 0.14 | ![]() | (beta) | = | 1.04 | 30 days against GSPC |
| Risk Adjusted Performance 0.052 | Jensen Alpha 0.1428 | Total Risk Alpha 0.1566 | Sortino Ratio 0.1321 | Treynor Ratio 0.0482 |
Munder Fundamentals
| Munder Market Performance
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 MediaThe 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.
|