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    More On BRUSX

    Bridgeway Ultra-Small Company (BRUSX)

    28.96 Up 0.10(0.35%) Mar 24

    Risk as of Feb 27, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up16
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2003):88.57%
    Worst 1 Yr Total Return(Dec 30, 2008):-46.24%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-14.82-3.66
    Beta (against Standard Index)1.221.06
    Mean Annual Return-0.160.64
    R-squared (against Standard Index)54.9956.46
    Standard Deviation17.0814.84
    Sharpe Ratio-0.120.52
    Treynor Ratio-2.786.34
    5 Years
    Alpha (against Standard Index)-6.75-2.39
    Beta (against Standard Index)1.331.07
    Mean Annual Return0.951.03
    R-squared (against Standard Index)60.8963.72
    Standard Deviation17.4113.88
    Sharpe Ratio0.650.89
    Treynor Ratio7.7011.16
    10 Years
    Alpha (against Standard Index)-3.98-1.42
    Beta (against Standard Index)1.301.17
    Mean Annual Return0.580.71
    R-squared (against Standard Index)74.6680.32
    Standard Deviation23.0220.07
    Sharpe Ratio0.270.40
    Treynor Ratio2.865.25