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Baird MidCap Inv (BMDSX)
On
Dec 4
:
7.46
0.09
(1.22%)
MORE ON BMDSX
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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)
:
20.61%
Worst 1 Yr Total Return
(2008)
:
-41.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BMDSX
Category
Alpha (against Standard Index)
5.65
3.31
Beta (against Standard Index)
1.09
1.09
Mean Annual Return
-2.90
-0.23
R-squared (against Standard Index)
89
84.23
Standard Deviation
22.54
23.37
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-4.87
N/A
5 Years
Statistic
BMDSX
Category
Alpha (against Standard Index)
1.46
2.25
Beta (against Standard Index)
1.10
1.13
Mean Annual Return
1.12
0.31
R-squared (against Standard Index)
84
81.04
Standard Deviation
19.07
20.00
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.74
N/A
10 Years
Statistic
BMDSX
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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