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Brazos Growth Y (BJGRX)
On
Dec 2
:
14.29
0.05
(0.35%)
MORE ON BJGRX
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Research Reports
Risk
As of 31-Oct-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
(2007)
:
35.55%
Worst 1 Yr Total Return
(2008)
:
-52.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BJGRX
Category
Alpha (against Standard Index)
4.17
3.31
Beta (against Standard Index)
1.16
1.09
Mean Annual Return
-5.72
-0.23
R-squared (against Standard Index)
74
84.23
Standard Deviation
26.38
23.37
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-7.03
N/A
5 Years
Statistic
BJGRX
Category
Alpha (against Standard Index)
1.60
2.25
Beta (against Standard Index)
1.20
1.13
Mean Annual Return
0.39
0.31
R-squared (against Standard Index)
71
81.04
Standard Deviation
22.55
20.00
Sharpe Ratio
0.00
N/A
Treynor Ratio
-2.20
N/A
10 Years
Statistic
BJGRX
Category
Alpha (against Standard Index)
3.43
4.42
Beta (against Standard Index)
0.96
1.13
Mean Annual Return
1.68
0.37
R-squared (against Standard Index)
55
60.91
Standard Deviation
21.01
23.71
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.34
N/A
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