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Brown Advisory Small-Cap Growth A (BASAX)
On
Dec 2
:
10.14
0.05
(0.50%)
MORE ON BASAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
15.67%
Worst 1 Yr Total Return
(2008)
:
-39.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BASAX
Category
Alpha (against Standard Index)
6.86
1.71
Beta (against Standard Index)
1.16
1.15
Mean Annual Return
-2.98
-0.40
R-squared (against Standard Index)
82
85.55
Standard Deviation
25.12
24.28
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-4.64
N/A
5 Years
Statistic
BASAX
Category
Alpha (against Standard Index)
2.98
1.12
Beta (against Standard Index)
1.20
1.19
Mean Annual Return
1.94
0.21
R-squared (against Standard Index)
78
81.02
Standard Deviation
21.53
21.15
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.90
N/A
10 Years
Statistic
BASAX
Category
Alpha (against Standard Index)
5.59
5.25
Beta (against Standard Index)
1.38
1.18
Mean Annual Return
0.00
0.43
R-squared (against Standard Index)
48
56.73
Standard Deviation
31.94
25.52
Sharpe Ratio
0.06
N/A
Treynor Ratio
-2.16
N/A
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