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BB&T Capital Manager Moderate Gr C (BCMCX)
On
Dec 2
:
7.89
0.00
(0.00%)
MORE ON BCMCX
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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)
:
10.76%
Worst 1 Yr Total Return
(2008)
:
-26.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BCMCX
Category
Alpha (against Standard Index)
-4.50
-2.88
Beta (against Standard Index)
1.03
1.08
Mean Annual Return
-4.04
-0.13
R-squared (against Standard Index)
98
93.44
Standard Deviation
13.71
14.69
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-6.25
N/A
5 Years
Statistic
BCMCX
Category
Alpha (against Standard Index)
-3.74
-2.47
Beta (against Standard Index)
1.03
1.06
Mean Annual Return
0.83
0.23
R-squared (against Standard Index)
98
92.52
Standard Deviation
11.14
11.89
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-2.14
N/A
10 Years
Statistic
BCMCX
Category
Alpha (against Standard Index)
-4.21
-2.17
Beta (against Standard Index)
1.00
1.05
Mean Annual Return
0.44
0.26
R-squared (against Standard Index)
96
86.72
Standard Deviation
10.15
11.31
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-2.53
N/A
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