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Brown Advisory Intermediate Income Instl (BIAIX)
On
Dec 1
:
11.12
0.01
(0.09%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
7.07%
Worst 1 Yr Total Return
(2005)
:
1.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BIAIX
Category
Alpha (against Standard Index)
0.49
-1.72
Beta (against Standard Index)
0.79
1.02
Mean Annual Return
6.03
0.39
R-squared (against Standard Index)
86
59.27
Standard Deviation
3.44
5.93
Sharpe Ratio
1.01
N/A
Treynor Ratio
4.57
N/A
5 Years
Statistic
BIAIX
Category
Alpha (against Standard Index)
0.09
-1.05
Beta (against Standard Index)
0.76
0.98
Mean Annual Return
4.66
0.33
R-squared (against Standard Index)
87
61.87
Standard Deviation
2.93
4.88
Sharpe Ratio
0.54
N/A
Treynor Ratio
2.16
N/A
10 Years
Statistic
BIAIX
Category
Alpha (against Standard Index)
0.13
-0.65
Beta (against Standard Index)
0.74
0.96
Mean Annual Return
5.57
0.45
R-squared (against Standard Index)
90
71.12
Standard Deviation
2.95
4.47
Sharpe Ratio
0.86
N/A
Treynor Ratio
3.53
N/A
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