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MPYMX: Metzler/Payden European Emerging Markets (MUTUAL FUND)
Basic Info
Asset Class: | Miscellaneous Region |
MyPlanIQ Rating: |
Not Rated
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Start Date: | 01/13/2005 |
Last Dividend Date: | 06/27/2013 |
12-Mo. Yield | 0.78% |
Expenses | 1.50% |
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Performance Analytics (As of 10/11/2013)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 01/13/2005 |
2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -6.7 | -9.2 | 6.3 | 4.4 | -12.6 | 21.3 | -32.6 | 15.1 | 101.4 | -66.5 | 28.6 | 46.7 | 39.6 |
Sharpe Ratio | NA | -0.47 | -0.36 | 0.17 | 0.1 | -1.14 | 0.87 | -1.01 | 0.5 | 2.05 | -1.28 | 1.25 | 1.82 | 2.31 |
Draw Down(%) | NA | 18.9 | 46.2 | 48.7 | 76.1 | 18.9 | 24.9 | 42.9 | 28.1 | 34.1 | 71.7 | 16.5 | 25.5 | 17.5 |
Standard Deviation(%) | NA | 14.4 | 25.5 | 37.5 | 32.9 | 13.8 | 24.6 | 32.3 | 30.4 | 49.5 | 52.6 | 20.6 | 24.0 | 16.9 |
Treynor Ratio | NA | -0.12 | -0.09 | 0.06 | 0.04 | -0.32 | 0.18 | -0.33 | 0.14 | 0.84 | -0.84 | 0.34 | 0.58 | 1.66 |
Alpha | NA | -0.08 | -0.12 | -0.08 | -0.01 | -0.11 | 0.02 | -0.16 | 0.01 | 0.2 | -0.26 | 0.09 | 0.12 | 0.13 |
Beta | NA | 0.55 | 0.98 | 1.03 | 0.92 | 0.49 | 1.17 | 0.99 | 1.1 | 1.2 | 0.8 | 0.76 | 0.75 | 0.24 |
RSquared | NA | 0.21 | 0.42 | 0.45 | 0.37 | 0.17 | 0.36 | 0.53 | 0.43 | 0.44 | 0.4 | 0.35 | 0.1 | 0.02 |
Yield(%) | N/A | 0.8 | 0.2 | 0.3 | N/A | 0.5 | 0.2 | 0.0 | 0.1 | 0.4 | 0.0 | 11.3 | 6.8 | 13.9 |
Dividend Growth(%) | N/A | N/A | -95.2 | N/A | N/A | 195.5 | N/A | -100.0 | -60.0 | N/A | -100.0 | 126.2 | -36.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/13/2005
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