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    Brandes International Equity I (BIIEX)

    14.53 Up 0.38(2.69%) Jun 28

    Risk as of May 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up13
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2003):47.97%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.20%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)3.460.79
    Beta (against Standard Index)0.980.93
    Mean Annual Return0.380.15
    R-squared (against Standard Index)92.9790.82
    Standard Deviation13.6813.09
    Sharpe Ratio0.320.14
    Treynor Ratio3.671.13
    5 Years
    Alpha (against Standard Index)2.350.71
    Beta (against Standard Index)0.920.94
    Mean Annual Return0.300.16
    R-squared (against Standard Index)88.9091.69
    Standard Deviation15.1715.38
    Sharpe Ratio0.230.13
    Treynor Ratio2.600.88
    10 Years
    Alpha (against Standard Index)-0.28-1.06
    Beta (against Standard Index)0.910.98
    Mean Annual Return0.280.23
    R-squared (against Standard Index)87.3593.46
    Standard Deviation18.5419.51
    Sharpe Ratio0.120.09
    Treynor Ratio0.65-0.12