Ratings & Risk for Flex-funds Muirfield (FLMFX)

Morningstar Category: Large Blend
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Low
    		514
    5-Year Average Low
    		442
    10-Year Average Low
    		300
    Overall Average Low
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 14.20 -0.32 -0.44
    5-Year 12.25 0.11 -0.13
    10-Year 12.45 0.02 -0.22
    15-Year 12.45 0.47 0.16
    20-Year 11.58 0.55 0.23
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 89.16 0.52 2.22
    3-Year 81.14 0.65 -1.18
    5-Year 80.08 0.69 -0.69
    10-Year 63.77 0.62 -1.10

    S&P 500 TR

    Trailing data as of 10/31/2009