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BB&T Short US Government Bond Tr (BBSGX)
On
Dec 4
:
9.66
0.02
(0.21%)
MORE ON BBSGX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.91%
Worst 1 Yr Total Return
(2004)
:
0.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BBSGX
Category
Alpha (against Standard Index)
1.03
1.08
Beta (against Standard Index)
0.29
0.37
Mean Annual Return
4.64
0.41
R-squared (against Standard Index)
60
48.77
Standard Deviation
1.51
2.20
Sharpe Ratio
1.39
N/A
Treynor Ratio
7.59
N/A
5 Years
Statistic
BBSGX
Category
Alpha (against Standard Index)
0.03
-0.02
Beta (against Standard Index)
0.32
0.39
Mean Annual Return
3.70
0.31
R-squared (against Standard Index)
65
53.98
Standard Deviation
1.38
1.94
Sharpe Ratio
0.46
N/A
Treynor Ratio
2.14
N/A
10 Years
Statistic
BBSGX
Category
Alpha (against Standard Index)
-0.04
-0.11
Beta (against Standard Index)
0.38
0.46
Mean Annual Return
4.19
0.36
R-squared (against Standard Index)
75
65.31
Standard Deviation
1.69
2.21
Sharpe Ratio
0.73
N/A
Treynor Ratio
3.25
N/A
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