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UBS US Small Cap Growth Y (BISCX)
On
Dec 24
:
11.07
0.03
(0.27%)
MORE ON BISCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
10.94%
Worst 1 Yr Total Return
(2008)
:
-44.11%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BISCX
Category
Alpha (against Standard Index)
-3.15
0.16
Beta (against Standard Index)
1.13
1.12
Mean Annual Return
-10.55
-0.38
R-squared (against Standard Index)
84
84.86
Standard Deviation
24.50
24.29
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-11.31
N/A
5 Years
Statistic
BISCX
Category
Alpha (against Standard Index)
-2.06
-0.01
Beta (against Standard Index)
1.18
1.17
Mean Annual Return
-2.49
0.16
R-squared (against Standard Index)
82
80.32
Standard Deviation
20.96
20.99
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.63
N/A
10 Years
Statistic
BISCX
Category
Alpha (against Standard Index)
5.15
4.06
Beta (against Standard Index)
1.16
1.16
Mean Annual Return
2.96
0.37
R-squared (against Standard Index)
68
57.27
Standard Deviation
22.79
25.21
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.03
N/A
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