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BB&T International Equity A (BIQAX)
On
Dec 1
:
5.17
0.15
(2.99%)
MORE ON BIQAX
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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
(2006)
:
23.81%
Worst 1 Yr Total Return
(2008)
:
-44.15%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BIQAX
Category
Alpha (against Standard Index)
-4.10
-0.52
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-9.14
-0.25
R-squared (against Standard Index)
96
96.20
Standard Deviation
24.45
24.79
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-11.55
N/A
5 Years
Statistic
BIQAX
Category
Alpha (against Standard Index)
-4.08
-0.43
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
0.83
0.55
R-squared (against Standard Index)
96
95.85
Standard Deviation
20.04
20.52
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.22
N/A
10 Years
Statistic
BIQAX
Category
Alpha (against Standard Index)
-3.44
-0.03
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
-1.45
0.31
R-squared (against Standard Index)
94
92.22
Standard Deviation
18.21
19.09
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.51
N/A
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