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Brazos Growth N (BMUAX)
On
Dec 1
:
13.91
0.16
(1.16%)
MORE ON BMUAX
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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)
:
36.77%
Worst 1 Yr Total Return
(2008)
:
-52.47%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BMUAX
Category
Alpha (against Standard Index)
4.22
3.31
Beta (against Standard Index)
1.15
1.09
Mean Annual Return
-5.63
-0.23
R-squared (against Standard Index)
73
84.23
Standard Deviation
26.35
23.37
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.97
N/A
5 Years
Statistic
BMUAX
Category
Alpha (against Standard Index)
1.50
2.25
Beta (against Standard Index)
1.19
1.13
Mean Annual Return
0.30
0.31
R-squared (against Standard Index)
71
81.04
Standard Deviation
22.52
20.00
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.29
N/A
10 Years
Statistic
BMUAX
Category
Alpha (against Standard Index)
3.19
4.42
Beta (against Standard Index)
0.96
1.13
Mean Annual Return
1.45
0.37
R-squared (against Standard Index)
54
60.91
Standard Deviation
21.01
23.71
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.59
N/A
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