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BB&T Capital Manager Moderate Gr A (BAMGX)
On
Dec 2
:
8.02
0.01
(0.12%)
MORE ON BAMGX
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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
(2006)
:
11.54%
Worst 1 Yr Total Return
(2008)
:
-25.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BAMGX
Category
Alpha (against Standard Index)
-3.70
-2.88
Beta (against Standard Index)
1.04
1.08
Mean Annual Return
-3.27
-0.13
R-squared (against Standard Index)
98
93.44
Standard Deviation
13.74
14.69
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-5.50
N/A
5 Years
Statistic
BAMGX
Category
Alpha (against Standard Index)
-2.99
-2.47
Beta (against Standard Index)
1.03
1.06
Mean Annual Return
1.59
0.23
R-squared (against Standard Index)
98
92.52
Standard Deviation
11.16
11.89
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-1.39
N/A
10 Years
Statistic
BAMGX
Category
Alpha (against Standard Index)
-3.43
-2.17
Beta (against Standard Index)
1.01
1.05
Mean Annual Return
1.22
0.26
R-squared (against Standard Index)
96
86.72
Standard Deviation
10.18
11.31
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-1.74
N/A
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