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BB&T Capital Manager Equity C (BCACX)
On
Dec 8
:
6.60
0.08
(1.20%)
MORE ON BCACX
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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)
:
14.60%
Worst 1 Yr Total Return
(2008)
:
-39.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BCACX
Category
Alpha (against Standard Index)
-3.38
0.38
Beta (against Standard Index)
1.02
1.00
Mean Annual Return
-10.40
-0.41
R-squared (against Standard Index)
97
95.50
Standard Deviation
20.27
20.09
Sharpe Ratio
-0.56
N/A
Treynor Ratio
-12.56
N/A
5 Years
Statistic
BCACX
Category
Alpha (against Standard Index)
-2.15
0.26
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
-1.93
0.16
R-squared (against Standard Index)
96
94.84
Standard Deviation
16.57
16.47
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-4.85
N/A
10 Years
Statistic
BCACX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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