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BB&T Large Cap A (BBTGX)
On
Dec 4
:
10.50
0.03
(0.29%)
MORE ON BBTGX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
21.16%
Worst 1 Yr Total Return
(2008)
:
-37.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BBTGX
Category
Alpha (against Standard Index)
-6.28
-1.05
Beta (against Standard Index)
0.95
1.02
Mean Annual Return
-12.33
-0.55
R-squared (against Standard Index)
94
94.27
Standard Deviation
19.20
20.65
Sharpe Ratio
-0.71
N/A
Treynor Ratio
-15.47
N/A
5 Years
Statistic
BBTGX
Category
Alpha (against Standard Index)
-2.40
0.04
Beta (against Standard Index)
0.96
1.02
Mean Annual Return
-1.95
0.14
R-squared (against Standard Index)
93
93.13
Standard Deviation
15.78
16.85
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-5.21
N/A
10 Years
Statistic
BBTGX
Category
Alpha (against Standard Index)
0.50
2.54
Beta (against Standard Index)
0.84
0.88
Mean Annual Return
0.16
0.27
R-squared (against Standard Index)
84
80.76
Standard Deviation
14.81
15.89
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.35
N/A
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