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Baird Aggregate Bond Inst (BAGIX)
On
Nov 27
:
10.40
0.02
(0.19%)
MORE ON BAGIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.61%
Worst 1 Yr Total Return
(2008)
:
-2.36%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BAGIX
Category
Alpha (against Standard Index)
-1.32
-1.72
Beta (against Standard Index)
0.96
1.02
Mean Annual Return
4.78
0.39
R-squared (against Standard Index)
74
59.27
Standard Deviation
4.52
5.93
Sharpe Ratio
0.52
N/A
Treynor Ratio
2.46
N/A
5 Years
Statistic
BAGIX
Category
Alpha (against Standard Index)
-0.60
-1.05
Beta (against Standard Index)
0.96
0.98
Mean Annual Return
4.32
0.33
R-squared (against Standard Index)
79
61.87
Standard Deviation
3.91
4.88
Sharpe Ratio
0.34
N/A
Treynor Ratio
1.36
N/A
10 Years
Statistic
BAGIX
Category
Alpha (against Standard Index)
N/A
-0.65
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.45
R-squared (against Standard Index)
N/A
71.12
Standard Deviation
N/A
4.47
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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