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UBS International Equity A (BNIEX)
On
Dec 30
:
7.47
0.04
(0.53%)
MORE ON BNIEX
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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)
:
23.67%
Worst 1 Yr Total Return
(2008)
:
-44.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BNIEX
Category
Alpha (against Standard Index)
0.35
0.11
Beta (against Standard Index)
1.01
1.02
Mean Annual Return
-5.42
-0.23
R-squared (against Standard Index)
95
95.97
Standard Deviation
24.91
24.84
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-7.59
N/A
5 Years
Statistic
BNIEX
Category
Alpha (against Standard Index)
-1.14
0.08
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
2.88
0.51
R-squared (against Standard Index)
95
95.66
Standard Deviation
20.25
20.38
Sharpe Ratio
0.10
N/A
Treynor Ratio
-0.10
N/A
10 Years
Statistic
BNIEX
Category
Alpha (against Standard Index)
-0.11
-0.14
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
1.80
0.28
R-squared (against Standard Index)
94
92.61
Standard Deviation
17.94
18.91
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.17
N/A
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