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William Blair International Growth I (BIGIX)
On
Dec 3
:
19.14
0.04
(0.21%)
MORE ON BIGIX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
23.35%
Worst 1 Yr Total Return
(2008)
:
-52.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BIGIX
Category
Alpha (against Standard Index)
0.08
1.02
Beta (against Standard Index)
1.10
1.03
Mean Annual Return
-6.49
-0.13
R-squared (against Standard Index)
93
94.34
Standard Deviation
27.30
25.50
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-8.10
N/A
5 Years
Statistic
BIGIX
Category
Alpha (against Standard Index)
0.17
0.06
Beta (against Standard Index)
1.10
1.03
Mean Annual Return
5.02
0.60
R-squared (against Standard Index)
93
94.19
Standard Deviation
22.63
21.01
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.81
N/A
10 Years
Statistic
BIGIX
Category
Alpha (against Standard Index)
4.25
0.47
Beta (against Standard Index)
1.07
1.06
Mean Annual Return
5.91
0.35
R-squared (against Standard Index)
86
85.14
Standard Deviation
20.87
20.88
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.75
N/A
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