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UBS International Equity Y (BNUEX)
On
Dec 4
:
8.02
0.03
(0.38%)
MORE ON BNUEX
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Risk
As of 31-Oct-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)
:
23.78%
Worst 1 Yr Total Return
(2008)
:
-44.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BNUEX
Category
Alpha (against Standard Index)
-0.28
-0.52
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
-5.67
-0.25
R-squared (against Standard Index)
95
96.20
Standard Deviation
24.82
24.79
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-8.00
N/A
5 Years
Statistic
BNUEX
Category
Alpha (against Standard Index)
-1.71
-0.43
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
3.26
0.55
R-squared (against Standard Index)
95
95.85
Standard Deviation
20.28
20.52
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.24
N/A
10 Years
Statistic
BNUEX
Category
Alpha (against Standard Index)
-0.25
-0.03
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
1.80
0.31
R-squared (against Standard Index)
95
92.22
Standard Deviation
17.91
19.09
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.21
N/A
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