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Baird Intermediate Bond Inst (BIMIX)
On
Dec 8
:
10.76
0.02
(0.19%)
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
6.24%
Worst 1 Yr Total Return
(2008)
:
-0.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BIMIX
Category
Alpha (against Standard Index)
0.10
-1.72
Beta (against Standard Index)
0.81
1.02
Mean Annual Return
5.68
0.39
R-squared (against Standard Index)
73
59.27
Standard Deviation
3.79
5.93
Sharpe Ratio
0.83
N/A
Treynor Ratio
4.04
N/A
5 Years
Statistic
BIMIX
Category
Alpha (against Standard Index)
-0.09
-1.05
Beta (against Standard Index)
0.82
0.98
Mean Annual Return
4.58
0.33
R-squared (against Standard Index)
78
61.87
Standard Deviation
3.33
4.88
Sharpe Ratio
0.46
N/A
Treynor Ratio
1.91
N/A
10 Years
Statistic
BIMIX
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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