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Brown Advisory Opportunity Inv (BIAOX)

22.17 Down 0.36(1.60%) Oct 1

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up9
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 1999):286.53%
Worst 1 Yr Total Return(Dec 30, 2008):-49.78%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticBIAOXCategory
Alpha (against Standard Index)-5.42-5.69
Beta (against Standard Index)1.231.18
Mean Annual Return1.551.44
R-squared (against Standard Index)86.5982.56
Standard Deviation15.3615.04
Sharpe Ratio1.211.16
Treynor Ratio15.3414.94
5 Years
StatisticBIAOXCategory
Alpha (against Standard Index)-1.11-1.43
Beta (against Standard Index)1.121.12
Mean Annual Return1.451.42
R-squared (against Standard Index)85.5983.45
Standard Deviation15.9916.17
Sharpe Ratio1.091.06
Treynor Ratio15.4915.28
10 Years
StatisticBIAOXCategory
Alpha (against Standard Index)-1.331.15
Beta (against Standard Index)1.161.10
Mean Annual Return0.760.93
R-squared (against Standard Index)81.7782.61
Standard Deviation18.9417.89
Sharpe Ratio0.400.54
Treynor Ratio5.087.62