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UBS Global Equity B (BNEBX)
On
Dec 9
:
11.36
0.01
(0.09%)
MORE ON BNEBX
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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
(2006)
:
16.50%
Worst 1 Yr Total Return
(2008)
:
-41.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BNEBX
Category
Alpha (against Standard Index)
-1.09
-0.56
Beta (against Standard Index)
0.95
0.91
Mean Annual Return
-5.88
-0.21
R-squared (against Standard Index)
94
90.41
Standard Deviation
23.47
22.89
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-8.74
N/A
5 Years
Statistic
BNEBX
Category
Alpha (against Standard Index)
-3.36
-1.40
Beta (against Standard Index)
0.91
0.90
Mean Annual Return
1.49
0.44
R-squared (against Standard Index)
92
89.02
Standard Deviation
18.81
19.07
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.68
N/A
10 Years
Statistic
BNEBX
Category
Alpha (against Standard Index)
-0.60
0.66
Beta (against Standard Index)
0.88
0.93
Mean Annual Return
1.56
0.36
R-squared (against Standard Index)
89
79.68
Standard Deviation
16.87
19.07
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.60
N/A
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