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Brown Advisory Opportunity Instl (BIAOX)
On
Nov 30
:
11.26
0.01
(0.09%)
MORE ON BIAOX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2007)
:
20.41%
Worst 1 Yr Total Return
(2008)
:
-49.78%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BIAOX
Category
Alpha (against Standard Index)
3.37
3.31
Beta (against Standard Index)
1.15
1.09
Mean Annual Return
-6.00
-0.23
R-squared (against Standard Index)
84
84.23
Standard Deviation
24.35
23.37
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-7.35
N/A
5 Years
Statistic
BIAOX
Category
Alpha (against Standard Index)
0.04
2.25
Beta (against Standard Index)
1.20
1.13
Mean Annual Return
-0.98
0.31
R-squared (against Standard Index)
80
81.04
Standard Deviation
21.39
20.00
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-3.33
N/A
10 Years
Statistic
BIAOX
Category
Alpha (against Standard Index)
-0.10
4.42
Beta (against Standard Index)
1.59
1.13
Mean Annual Return
-8.35
0.37
R-squared (against Standard Index)
43
60.91
Standard Deviation
38.71
23.71
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-7.12
N/A
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