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Brown Advisory Small-Cap Growth D (BIAAX)
On
Dec 4
:
20.52
0.32
(1.58%)
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
16.00%
Worst 1 Yr Total Return
(2008)
:
-39.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BIAAX
Category
Alpha (against Standard Index)
7.12
1.71
Beta (against Standard Index)
1.16
1.15
Mean Annual Return
-2.74
-0.40
R-squared (against Standard Index)
81
85.55
Standard Deviation
25.15
24.28
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-4.43
N/A
5 Years
Statistic
BIAAX
Category
Alpha (against Standard Index)
3.19
1.12
Beta (against Standard Index)
1.20
1.19
Mean Annual Return
2.15
0.21
R-squared (against Standard Index)
78
81.02
Standard Deviation
21.54
21.15
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.73
N/A
10 Years
Statistic
BIAAX
Category
Alpha (against Standard Index)
5.82
5.25
Beta (against Standard Index)
1.38
1.18
Mean Annual Return
0.23
0.43
R-squared (against Standard Index)
48
56.73
Standard Deviation
31.96
25.52
Sharpe Ratio
0.07
N/A
Treynor Ratio
-1.99
N/A
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