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BB&T Capital Manager Growth B (BCMBX)
On
Dec 8
:
7.08
0.06
(0.84%)
MORE ON BCMBX
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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)
:
12.42%
Worst 1 Yr Total Return
(2008)
:
-32.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BCMBX
Category
Alpha (against Standard Index)
-1.58
0.38
Beta (against Standard Index)
0.83
1.00
Mean Annual Return
-6.75
-0.41
R-squared (against Standard Index)
96
95.50
Standard Deviation
16.52
20.09
Sharpe Ratio
-0.48
N/A
Treynor Ratio
-11.03
N/A
5 Years
Statistic
BCMBX
Category
Alpha (against Standard Index)
-1.25
0.26
Beta (against Standard Index)
0.83
1.01
Mean Annual Return
-0.30
0.16
R-squared (against Standard Index)
96
94.84
Standard Deviation
13.47
16.47
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.01
N/A
10 Years
Statistic
BCMBX
Category
Alpha (against Standard Index)
-1.02
0.84
Beta (against Standard Index)
0.75
0.97
Mean Annual Return
-0.82
0.11
R-squared (against Standard Index)
92
91.16
Standard Deviation
12.63
16.35
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-5.05
N/A
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