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Tuesday, December 8, 2009, 6:54PM ET - U.S. Markets Closed. Dow Down 1.00% Nasdaq Down 0.76%
BBH Broad Market N (BBBMX)On Dec 8: 10.30  Up 0.02 (0.19%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2004):4.41%
Worst 1 Yr Total Return (2005):2.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticBBBMXCategory
Alpha (against Standard Index)-1.66-1.72
Beta (against Standard Index)0.961.02
Mean Annual Return4.450.39
R-squared (against Standard Index)8859.27
Standard Deviation4.105.93
Sharpe Ratio0.49N/A
Treynor Ratio2.12N/A
5 Years
StatisticBBBMXCategory
Alpha (against Standard Index)-1.01-1.05
Beta (against Standard Index)0.950.98
Mean Annual Return3.890.33
R-squared (against Standard Index)8961.87
Standard Deviation3.594.88
Sharpe Ratio0.24N/A
Treynor Ratio0.91N/A
10 Years
StatisticBBBMXCategory
Alpha (against Standard Index)N/A-0.65
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.45
R-squared (against Standard Index)N/A71.12
Standard DeviationN/A4.47
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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