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Brown Advisory Small-Cap Value A (BASVX)
On
Dec 4
:
9.55
0.18
(1.92%)
MORE ON BASVX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
0
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
-3.61%
Worst 1 Yr Total Return
(2008)
:
-38.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BASVX
Category
Alpha (against Standard Index)
-1.75
1.01
Beta (against Standard Index)
1.06
1.19
Mean Annual Return
-9.59
-0.48
R-squared (against Standard Index)
86
87.23
Standard Deviation
22.21
24.84
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-11.35
N/A
5 Years
Statistic
BASVX
Category
Alpha (against Standard Index)
0.67
1.42
Beta (against Standard Index)
1.08
1.21
Mean Annual Return
0.36
0.23
R-squared (against Standard Index)
83
84.16
Standard Deviation
18.89
21.07
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.46
N/A
10 Years
Statistic
BASVX
Category
Alpha (against Standard Index)
N/A
7.80
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.68
R-squared (against Standard Index)
N/A
64.84
Standard Deviation
N/A
20.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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