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Brazos Mid Cap Y (BJMCX)
On
Dec 4
:
7.68
0.08
(1.05%)
MORE ON BJMCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
37.03%
Worst 1 Yr Total Return
(2008)
:
-48.47%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BJMCX
Category
Alpha (against Standard Index)
2.46
3.31
Beta (against Standard Index)
1.09
1.09
Mean Annual Return
-6.56
-0.23
R-squared (against Standard Index)
70
84.23
Standard Deviation
25.44
23.37
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-8.27
N/A
5 Years
Statistic
BJMCX
Category
Alpha (against Standard Index)
0.53
2.25
Beta (against Standard Index)
1.12
1.13
Mean Annual Return
-0.36
0.31
R-squared (against Standard Index)
68
81.04
Standard Deviation
21.62
20.00
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-3.01
N/A
10 Years
Statistic
BJMCX
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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