MutualFund_Bloomberg

855 9 006 026 3 1 2 02 0 855 9 006 026 3 1 2 019 0

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Unformatted text preview: 9 74 ,9 4 0.54 3 1.07 1 4 .4 9 0 -7.2 9 2,333.27 3 0.85 4 10.78 0 -8.16 54 ,825.32 3 0.71 4 10.78 0 -8.14 54 ,825.32 3 0.71 4 5.09 0 -8.6 8 89 ,14 0.4 4 2 0.9 2 3 2.84 0 -8.8 6 4 ,4 9 4 .21 2 0.9 6 3 0.23 0 -8.4 7 6 2,517.6 6 2 0.9 9 2 0.1 0.01 -8.4 7 9 2,351.18 3 1 2 0.1 0.01 -8.4 9 9 2,351.18 3 1 2 0.1 0.01 -8.51 6 7,4 4 9 .6 3 3 1 2 0.12 0.01 -8.4 9 9 2,137.55 3 1 2 0.22 0.01 -8.4 4 9 0,04 2.35 3 1 2 0.25 0.01 -8.4 8 87,822.09 3 1 2 0.34 0.01 -8.6 5 9 0,083.77 3 1 2 2.39 0.01 -8.6 1 74 ,081.08 3 0.9 6 3 2.36 0.01 -8.05 87,015.6 6 3 0.9 7 3 2.9 5 0.01 -8.2 86 ,4 53.72 3 1.04 1 3.6 8 0.01 -9 .32 4 1,24 6 .16 3 1.04 1 4 .4 8 0.01 -9 .3 88,108.16 3 0.9 7 3 0.08 0.02 -8.4 8 9 2,29 9 .21 3 1 2 0.07 0.02 -8.4 7 9 0,04 4 .9 1 3 1 2 0.09 0.02 -8.4 8 88,6 12.4 1 3 1 2 0.08 0.02 -8.4 6 9 0,053.9 8 3 1 2 0.1 0.02 -8.4 6 9 2,351.18 3 1 2 0.12 0.02 -8.4 8 6 7,580.78 3 1 2 0.13 0.02 -8.4 3 86 ,187.05 3 1 2 0.14 0.02 -8.51 6 7,4 4 9 .6 3 3 1 2 0.14 0.02 -8.53 88,583.53 3 1 2 0.16 0.02 -8.4 5 9 2,4 12.80 3 1 2 0.21 0.02 -8.4 9 9 2,34 6 .24 3 1 2 0.15 0.02 -8.4 6 9 2,137.55 3 1 2 0.18 0.02 -8.5 N.A. 3 1 2 0.19 0.02 -8.38 88,126 .84 3 1 2 0.23 0.02 -8.54 9 0,16 4 .6 6 3 1 2 0.26 0.02 -8.51 88,528.6 8 3 1 2 2.53 0.02 -12 4 ,878.31 4 1 2 0.39 0.02 -8.4 3 9 0,083.77 3 1.01 2 0.51 0.02 -8.4 7 6 8,4 36 .37 3 1 2 5.76 0.02 -8.7 85,9 09 .9 8 4 0.84 4 0.5 0.02 -8.4 9 9 5,39 6 .9 4 3 1.01 2 2.4 0.02 -9 .04 87,4 6 5.88 3 1.04 1 1.11 0.02 -8.4 8 9 2,138.09 3 1 2 1.32 0.02 -8.35 6 4 ,375.23 3 1 2 1.6 5 0.02 -8.09 9 5,856 .15 3 0.9 8 2 9 .13 0.02 -9 .4 9 79 ,36 0.4 9 3 0.6 7 4 9 .12 0.02 -9 .4 9 79 ,36 0.4 9 3 0.6 7 4 2.04 0.02 -8.11 82,9 23.70 3 0.9 7 3 1.88 0.02 -8.53 9 0,19 0.81 3 0.9 8 3 2.4 7 0.02 -9 .4 6 87,754 .70 3 1 2 2.78 0.02 -7.89 81,052.4 1 3 1 2 2.4 6 0.02 -9 .52 87,754 .70 3 1 2 2.56 0.02 -9 .31 9 5,76 3.4 3 3 1.03 1 3.3 0.02 -9 .15 9 2,551.30 3 1.01 2 4 .87 0.02 -8.59 74 ,9 4 0.54 3 1.07 1 4 .6 0.02 -8.21 84 ,9 6 2.37 3 0.89 4 5.23 0.02 -10.11 9 1,06 5.13 3 1.04 1 7.26 0.02 -9 .76 83,86 5.05 3 0.9 4 3 7.25 0.02 -9 .76 83,86 5.05 3 0.9 4 3 15.6 5 0.02 -3.06 38,318.28 2 0.25 4 6 .4 6 0.02 -10.75 4 6 ,09 5.05 2 1.11 1 0.07 0.03 -8.4 7 88,736 .30 3 1 2 0.06 0.03 -8.4 8 88,585.4 1 3 1 2 0.06 0.03 -8.4 6 88,56 7.52 3 1 2 0.09 0.03 -8.4 8 9 2,351.18 3 1 2 0.07 0.03 -8.4 5 9 2,283.9 6 3 1 2 0.13 0.03 -8.4 9 88,558.27 3 1 2 0.1 0.03 -8.4 7 70,6 9 6 .6 3 3 1 2 0.08 0.03 -8.4 4 9 2,330.6 8 3 1 2 0.16 0.03 -8.53 88,4 70.22 3 1 2 0.1 0.03 -8.4 6 9 2,351.18 3 1 2 Correlation with 5 year monthly returns Beta -0.006 Correlation with Jensen's Alpha Beta -0.04 6 Averages Returns Beta Alpha 0.16 7 0.9 712 0.0585 Sha rpe 0.014 9 Treynor 0.029 IR -0.078 NASDX US TBTBX US AMOAX US PHLAX US DFRIX US BIOPX US NMCAX US TWGTX US DFCIX US HFGCX US HFGBX US DGTNX US RAGTX US AMODX US MNNRX US WSMCOGR US BCMSX US DGTAX US PHSZ X US UMGTX US ARTMX US ROGSX US DGRAX US UMGPX US DFDIX US NMCIX US MNNAX US PRHSX US WFTZ X US PMGJX US DRGTX US FSRPX US MACGX US JGMCX US WFSTX US APHMX US MNNYX US...
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