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BB&T Capital Manager Moderate Gr B (BBMGX)
On
Dec 1
:
7.84
0.09
(1.16%)
MORE ON BBMGX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
10.70%
Worst 1 Yr Total Return
(2008)
:
-26.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BBMGX
Category
Alpha (against Standard Index)
-4.44
-2.88
Beta (against Standard Index)
1.04
1.08
Mean Annual Return
-3.99
-0.13
R-squared (against Standard Index)
98
93.44
Standard Deviation
13.74
14.69
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-6.19
N/A
5 Years
Statistic
BBMGX
Category
Alpha (against Standard Index)
-3.74
-2.47
Beta (against Standard Index)
1.03
1.06
Mean Annual Return
0.84
0.23
R-squared (against Standard Index)
98
92.52
Standard Deviation
11.15
11.89
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-2.13
N/A
10 Years
Statistic
BBMGX
Category
Alpha (against Standard Index)
-4.19
-2.17
Beta (against Standard Index)
1.00
1.05
Mean Annual Return
0.45
0.26
R-squared (against Standard Index)
96
86.72
Standard Deviation
10.14
11.31
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-2.51
N/A
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