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Berwyn Income (BERIX)
On
Nov 27
:
12.71
0.05
(0.39%)
MORE ON BERIX
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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)
:
8.65%
Worst 1 Yr Total Return
(2008)
:
-10.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BERIX
Category
Alpha (against Standard Index)
5.24
-0.86
Beta (against Standard Index)
0.60
0.74
Mean Annual Return
6.83
0.06
R-squared (against Standard Index)
78
86.33
Standard Deviation
8.78
10.51
Sharpe Ratio
0.52
N/A
Treynor Ratio
7.41
N/A
5 Years
Statistic
BERIX
Category
Alpha (against Standard Index)
2.21
-1.44
Beta (against Standard Index)
0.58
0.71
Mean Annual Return
6.37
0.26
R-squared (against Standard Index)
74
84.96
Standard Deviation
7.07
8.32
Sharpe Ratio
0.48
N/A
Treynor Ratio
5.82
N/A
10 Years
Statistic
BERIX
Category
Alpha (against Standard Index)
4.08
-1.02
Beta (against Standard Index)
0.47
0.71
Mean Annual Return
8.16
0.29
R-squared (against Standard Index)
55
78.75
Standard Deviation
6.26
8.01
Sharpe Ratio
0.81
N/A
Treynor Ratio
10.96
N/A
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