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Baron Growth (BGRFX)
On
Dec 3
:
39.37
0.37
(0.93%)
MORE ON BGRFX
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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
(2004)
:
26.61%
Worst 1 Yr Total Return
(2008)
:
-39.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BGRFX
Category
Alpha (against Standard Index)
3.19
1.71
Beta (against Standard Index)
1.08
1.15
Mean Annual Return
-5.02
-0.40
R-squared (against Standard Index)
91
85.55
Standard Deviation
21.97
24.28
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-6.92
N/A
5 Years
Statistic
BGRFX
Category
Alpha (against Standard Index)
2.28
1.12
Beta (against Standard Index)
1.10
1.19
Mean Annual Return
2.00
0.21
R-squared (against Standard Index)
86
81.02
Standard Deviation
18.84
21.15
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.94
N/A
10 Years
Statistic
BGRFX
Category
Alpha (against Standard Index)
7.61
5.25
Beta (against Standard Index)
0.97
1.18
Mean Annual Return
6.49
0.43
R-squared (against Standard Index)
70
56.73
Standard Deviation
18.64
25.52
Sharpe Ratio
0.28
N/A
Treynor Ratio
3.63
N/A
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