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Madison Mosaic Balanced (BHBFX)
On
Dec 7
:
16.19
0.00
(0.00%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
11.96%
Worst 1 Yr Total Return
(2008)
:
-19.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BHBFX
Category
Alpha (against Standard Index)
-0.63
-2.88
Beta (against Standard Index)
0.96
1.08
Mean Annual Return
-0.10
-0.13
R-squared (against Standard Index)
91
93.44
Standard Deviation
13.17
14.69
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-2.62
N/A
5 Years
Statistic
BHBFX
Category
Alpha (against Standard Index)
-2.19
-2.47
Beta (against Standard Index)
0.93
1.06
Mean Annual Return
2.26
0.23
R-squared (against Standard Index)
88
92.52
Standard Deviation
10.66
11.89
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.82
N/A
10 Years
Statistic
BHBFX
Category
Alpha (against Standard Index)
-1.45
-2.17
Beta (against Standard Index)
0.89
1.05
Mean Annual Return
3.02
0.26
R-squared (against Standard Index)
79
86.72
Standard Deviation
9.97
11.31
Sharpe Ratio
0.05
N/A
Treynor Ratio
0.05
N/A
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