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Berwyn Cornerstone (BERCX)

12.57 Down 0.12(0.95%) Feb 5

Risk as of Jan 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up9
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2013):38.64%
Worst 1 Yr Total Return(Dec 30, 2008):-28.61%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-8.88-2.92
Beta (against Standard Index)0.940.99
Mean Annual Return0.150.97
R-squared (against Standard Index)72.8391.19
Standard Deviation12.0311.00
Sharpe Ratio0.141.06
Treynor Ratio1.0811.78
5 Years
Alpha (against Standard Index)-6.96-2.56
Beta (against Standard Index)1.021.01
Mean Annual Return0.370.84
R-squared (against Standard Index)82.3892.16
Standard Deviation13.5312.25
Sharpe Ratio0.320.83
Treynor Ratio3.439.91
10 Years
Alpha (against Standard Index)-2.80-1.55
Beta (against Standard Index)0.991.01
Mean Annual Return0.380.56
R-squared (against Standard Index)88.9793.14
Standard Deviation15.8715.73
Sharpe Ratio0.220.36
Treynor Ratio2.234.54