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Brown Capital Mgmt Mid-Cap Instl (BCMSX)
On
Dec 17
:
14.20
0.13
(0.91%)
MORE ON BCMSX
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Research Reports
Risk
As of 30-Nov-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
(2007)
:
11.60%
Worst 1 Yr Total Return
(2008)
:
-25.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BCMSX
Category
Alpha (against Standard Index)
7.85
2.05
Beta (against Standard Index)
0.88
1.08
Mean Annual Return
2.83
-0.20
R-squared (against Standard Index)
79
84.21
Standard Deviation
19.60
23.41
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.63
N/A
5 Years
Statistic
BCMSX
Category
Alpha (against Standard Index)
4.69
1.56
Beta (against Standard Index)
0.92
1.11
Mean Annual Return
5.50
0.29
R-squared (against Standard Index)
74
80.86
Standard Deviation
17.07
19.91
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.73
N/A
10 Years
Statistic
BCMSX
Category
Alpha (against Standard Index)
N/A
3.33
Beta (against Standard Index)
N/A
1.11
Mean Annual Return
N/A
0.32
R-squared (against Standard Index)
N/A
61.70
Standard Deviation
N/A
23.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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