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BB&T Total Return Bond A (BICAX)
On
Dec 7
:
10.83
0.04
(0.37%)
MORE ON BICAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.01%
Worst 1 Yr Total Return
(2005)
:
1.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BICAX
Category
Alpha (against Standard Index)
0.04
-1.72
Beta (against Standard Index)
1.09
1.02
Mean Annual Return
6.75
0.39
R-squared (against Standard Index)
87
59.27
Standard Deviation
4.69
5.93
Sharpe Ratio
0.89
N/A
Treynor Ratio
3.96
N/A
5 Years
Statistic
BICAX
Category
Alpha (against Standard Index)
-0.20
-1.05
Beta (against Standard Index)
1.08
0.98
Mean Annual Return
4.98
0.33
R-squared (against Standard Index)
90
61.87
Standard Deviation
4.08
4.88
Sharpe Ratio
0.47
N/A
Treynor Ratio
1.82
N/A
10 Years
Statistic
BICAX
Category
Alpha (against Standard Index)
N/A
-0.65
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.45
R-squared (against Standard Index)
N/A
71.12
Standard Deviation
N/A
4.47
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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