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UBS International Equity B (BNIBX)
On
Dec 18
:
7.31
0.42
(5.43%)
MORE ON BNIBX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
22.68%
Worst 1 Yr Total Return
(2008)
:
-44.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BNIBX
Category
Alpha (against Standard Index)
-0.42
0.11
Beta (against Standard Index)
1.02
1.02
Mean Annual Return
-6.16
-0.23
R-squared (against Standard Index)
95
95.97
Standard Deviation
24.91
24.84
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-8.30
N/A
5 Years
Statistic
BNIBX
Category
Alpha (against Standard Index)
-1.91
0.08
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
2.10
0.51
R-squared (against Standard Index)
95
95.66
Standard Deviation
20.24
20.38
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.89
N/A
10 Years
Statistic
BNIBX
Category
Alpha (against Standard Index)
-0.90
-0.14
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
0.99
0.28
R-squared (against Standard Index)
95
92.61
Standard Deviation
17.94
18.91
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.99
N/A
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