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BB&T Equity Index B (BBEQX)
On
Dec 1
:
7.32
0.09
(1.24%)
MORE ON BBEQX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
14.35%
Worst 1 Yr Total Return
(2008)
:
-37.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BBEQX
Category
Alpha (against Standard Index)
-1.39
0.38
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-8.31
-0.41
R-squared (against Standard Index)
99
95.50
Standard Deviation
19.56
20.09
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-10.73
N/A
5 Years
Statistic
BBEQX
Category
Alpha (against Standard Index)
-1.35
0.26
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-1.01
0.16
R-squared (against Standard Index)
99
94.84
Standard Deviation
15.96
16.47
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.04
N/A
10 Years
Statistic
BBEQX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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