Dow Down0.22% Nasdaq Up0.14%

Brandes International Equity I (BIIEX)

17.27 Down 0.12(0.69%) Aug 22

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up13
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 1999):56.18%
Worst 1 Yr Total Return(Dec 30, 2008):-37.20%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticBIIEXCategory
Alpha (against Standard Index)3.531.20
Beta (against Standard Index)0.890.96
Mean Annual Return0.820.66
R-squared (against Standard Index)87.4792.51
Standard Deviation15.7216.44
Sharpe Ratio0.620.49
Treynor Ratio10.017.27
5 Years
StatisticBIIEXCategory
Alpha (against Standard Index)-0.28-0.24
Beta (against Standard Index)0.931.00
Mean Annual Return0.740.80
R-squared (against Standard Index)87.4492.91
Standard Deviation16.3917.00
Sharpe Ratio0.540.57
Treynor Ratio8.328.58
10 Years
StatisticBIIEXCategory
Alpha (against Standard Index)-0.93-1.16
Beta (against Standard Index)0.900.97
Mean Annual Return0.650.67
R-squared (against Standard Index)87.1093.76
Standard Deviation18.1218.81
Sharpe Ratio0.340.35
Treynor Ratio5.215.13