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BBH International Equity N (BBHEX)
On
Dec 23
:
12.38
0.09
(0.73%)
MORE ON BBHEX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
23.81%
Worst 1 Yr Total Return
(2008)
:
-37.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BBHEX
Category
Alpha (against Standard Index)
0.41
0.11
Beta (against Standard Index)
0.79
1.02
Mean Annual Return
-3.15
-0.23
R-squared (against Standard Index)
95
95.97
Standard Deviation
19.45
24.84
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.84
N/A
5 Years
Statistic
BBHEX
Category
Alpha (against Standard Index)
1.10
0.08
Beta (against Standard Index)
0.81
1.01
Mean Annual Return
5.33
0.51
R-squared (against Standard Index)
95
95.66
Standard Deviation
16.40
20.38
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.88
N/A
10 Years
Statistic
BBHEX
Category
Alpha (against Standard Index)
-0.65
-0.14
Beta (against Standard Index)
0.88
1.01
Mean Annual Return
1.46
0.28
R-squared (against Standard Index)
93
92.61
Standard Deviation
16.43
18.91
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.66
N/A
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