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Brown Advisory Value Equity Instl (BIAVX)
On
Nov 30
:
10.43
0.06
(0.58%)
MORE ON BIAVX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
17.83%
Worst 1 Yr Total Return
(2008)
:
-37.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BIAVX
Category
Alpha (against Standard Index)
0.10
-1.05
Beta (against Standard Index)
1.11
1.02
Mean Annual Return
-8.22
-0.55
R-squared (against Standard Index)
95
94.27
Standard Deviation
22.17
20.65
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-9.60
N/A
5 Years
Statistic
BIAVX
Category
Alpha (against Standard Index)
0.28
0.04
Beta (against Standard Index)
1.10
1.02
Mean Annual Return
0.12
0.14
R-squared (against Standard Index)
94
93.13
Standard Deviation
17.97
16.85
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.65
N/A
10 Years
Statistic
BIAVX
Category
Alpha (against Standard Index)
N/A
2.54
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
80.76
Standard Deviation
N/A
15.89
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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