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UBS High Yield C (BNHCX)
On
Dec 18
:
5.93
0.01
(0.17%)
MORE ON BNHCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
12.52%
Worst 1 Yr Total Return
(2008)
:
-23.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BNHCX
Category
Alpha (against Standard Index)
-3.89
-3.31
Beta (against Standard Index)
1.25
1.15
Mean Annual Return
2.29
0.30
R-squared (against Standard Index)
11
10.85
Standard Deviation
15.09
15.35
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.01
N/A
5 Years
Statistic
BNHCX
Category
Alpha (against Standard Index)
-1.49
-0.58
Beta (against Standard Index)
1.00
0.95
Mean Annual Return
3.25
0.39
R-squared (against Standard Index)
9
9.33
Standard Deviation
11.95
12.17
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.26
N/A
10 Years
Statistic
BNHCX
Category
Alpha (against Standard Index)
0.22
0.41
Beta (against Standard Index)
0.49
0.52
Mean Annual Return
4.38
0.42
R-squared (against Standard Index)
3
3.87
Standard Deviation
10.09
10.75
Sharpe Ratio
0.19
N/A
Treynor Ratio
2.95
N/A
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