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Baird LargeCap Inv (BHGSX)
On
Dec 7
:
7.40
0.02
(0.27%)
MORE ON BHGSX
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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
(2007)
:
9.29%
Worst 1 Yr Total Return
(2008)
:
-39.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BHGSX
Category
Alpha (against Standard Index)
1.89
2.45
Beta (against Standard Index)
1.05
1.00
Mean Annual Return
-5.95
-0.24
R-squared (against Standard Index)
91
88.47
Standard Deviation
21.39
20.84
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-7.98
N/A
5 Years
Statistic
BHGSX
Category
Alpha (against Standard Index)
-1.31
0.94
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
-1.25
0.21
R-squared (against Standard Index)
89
86.37
Standard Deviation
17.35
17.46
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.15
N/A
10 Years
Statistic
BHGSX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.04
R-squared (against Standard Index)
N/A
78.62
Standard Deviation
N/A
19.22
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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