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Monday, November 30, 2009, 6:02PM ET - U.S. Markets Closed. Dow Up 0.34% Nasdaq Up 0.29%
Brandywine Blue (BLUEX)On Nov 30: 21.02  Up 0.05 (0.24%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):23.46%
Worst 1 Yr Total Return (2008):-43.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticBLUEXCategory
Alpha (against Standard Index)-5.652.45
Beta (against Standard Index)0.801.00
Mean Annual Return-10.90-0.24
R-squared (against Standard Index)6288.47
Standard Deviation19.8620.84
Sharpe Ratio-0.60N/A
Treynor Ratio-16.66N/A
5 Years
StatisticBLUEXCategory
Alpha (against Standard Index)-1.600.94
Beta (against Standard Index)0.871.01
Mean Annual Return-1.370.21
R-squared (against Standard Index)6386.37
Standard Deviation17.4617.46
Sharpe Ratio-0.16N/A
Treynor Ratio-5.05N/A
10 Years
StatisticBLUEXCategory
Alpha (against Standard Index)1.260.18
Beta (against Standard Index)0.751.04
Mean Annual Return0.820.04
R-squared (against Standard Index)5178.62
Standard Deviation16.8619.22
Sharpe Ratio-0.04N/A
Treynor Ratio-2.87N/A

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