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BBH International Equity I (BBHLX)
On
Dec 7
:
12.70
0.05
(0.39%)
MORE ON BBHLX
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Risk
As of 31-Oct-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)
:
24.13%
Worst 1 Yr Total Return
(2008)
:
-36.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BBHLX
Category
Alpha (against Standard Index)
-0.15
-0.52
Beta (against Standard Index)
0.79
1.01
Mean Annual Return
-3.37
-0.25
R-squared (against Standard Index)
95
96.20
Standard Deviation
19.35
24.79
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-7.34
N/A
5 Years
Statistic
BBHLX
Category
Alpha (against Standard Index)
0.79
-0.43
Beta (against Standard Index)
0.81
1.01
Mean Annual Return
5.80
0.55
R-squared (against Standard Index)
95
95.85
Standard Deviation
16.44
20.52
Sharpe Ratio
0.25
N/A
Treynor Ratio
3.44
N/A
10 Years
Statistic
BBHLX
Category
Alpha (against Standard Index)
-0.37
-0.03
Beta (against Standard Index)
0.88
1.01
Mean Annual Return
1.86
0.31
R-squared (against Standard Index)
93
92.22
Standard Deviation
16.51
19.09
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.26
N/A
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