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Baron iOpportunity (BIOPX)
On
Nov 30
:
10.88
0.06
(0.55%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
25.59%
Worst 1 Yr Total Return
(2008)
:
-46.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BIOPX
Category
Alpha (against Standard Index)
10.27
3.31
Beta (against Standard Index)
1.27
1.09
Mean Annual Return
-0.89
-0.23
R-squared (against Standard Index)
83
84.23
Standard Deviation
27.16
23.37
Sharpe Ratio
0.02
N/A
Treynor Ratio
-2.60
N/A
5 Years
Statistic
BIOPX
Category
Alpha (against Standard Index)
6.51
2.25
Beta (against Standard Index)
1.30
1.13
Mean Annual Return
5.14
0.31
R-squared (against Standard Index)
80
81.04
Standard Deviation
23.03
20.00
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.63
N/A
10 Years
Statistic
BIOPX
Category
Alpha (against Standard Index)
N/A
4.42
Beta (against Standard Index)
N/A
1.13
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
60.91
Standard Deviation
N/A
23.71
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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