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Artio International Equity A (BJBIX)
On
Dec 18
:
28.89
0.02
(0.07%)
MORE ON BJBIX
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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
(2006)
:
31.75%
Worst 1 Yr Total Return
(2008)
:
-43.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BJBIX
Category
Alpha (against Standard Index)
-0.52
0.11
Beta (against Standard Index)
0.98
1.02
Mean Annual Return
-5.91
-0.23
R-squared (against Standard Index)
96
95.97
Standard Deviation
23.95
24.84
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-8.33
N/A
5 Years
Statistic
BJBIX
Category
Alpha (against Standard Index)
1.45
0.08
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
5.54
0.51
R-squared (against Standard Index)
95
95.66
Standard Deviation
20.48
20.38
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.51
N/A
10 Years
Statistic
BJBIX
Category
Alpha (against Standard Index)
4.03
-0.14
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
5.86
0.28
R-squared (against Standard Index)
82
92.61
Standard Deviation
19.25
18.91
Sharpe Ratio
0.24
N/A
Treynor Ratio
3.03
N/A
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