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UBS High Yield A (BNHYX)
On
Dec 28
:
5.91
0.01
(0.17%)
MORE ON BNHYX
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Research Reports
Risk
As of 30-Nov-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
(2004)
:
13.08%
Worst 1 Yr Total Return
(2008)
:
-23.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BNHYX
Category
Alpha (against Standard Index)
-3.33
-3.31
Beta (against Standard Index)
1.23
1.15
Mean Annual Return
2.80
0.30
R-squared (against Standard Index)
11
10.85
Standard Deviation
15.16
15.35
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.43
N/A
5 Years
Statistic
BNHYX
Category
Alpha (against Standard Index)
-0.95
-0.58
Beta (against Standard Index)
0.99
0.95
Mean Annual Return
3.78
0.39
R-squared (against Standard Index)
9
9.33
Standard Deviation
12.00
12.17
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.80
N/A
10 Years
Statistic
BNHYX
Category
Alpha (against Standard Index)
0.76
0.41
Beta (against Standard Index)
0.49
0.52
Mean Annual Return
4.91
0.42
R-squared (against Standard Index)
3
3.87
Standard Deviation
10.14
10.75
Sharpe Ratio
0.24
N/A
Treynor Ratio
4.08
N/A
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