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UBS Global Equity Y (BPGEX)
On
Dec 4
:
12.24
0.10
(0.82%)
MORE ON BPGEX
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Research Reports
Risk
As of 31-Oct-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
(2006)
:
17.76%
Worst 1 Yr Total Return
(2008)
:
-40.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BPGEX
Category
Alpha (against Standard Index)
-0.05
-0.56
Beta (against Standard Index)
0.95
0.91
Mean Annual Return
-4.89
-0.21
R-squared (against Standard Index)
93
90.41
Standard Deviation
23.50
22.89
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-7.69
N/A
5 Years
Statistic
BPGEX
Category
Alpha (against Standard Index)
-2.33
-1.40
Beta (against Standard Index)
0.91
0.90
Mean Annual Return
2.55
0.44
R-squared (against Standard Index)
92
89.02
Standard Deviation
18.82
19.07
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.53
N/A
10 Years
Statistic
BPGEX
Category
Alpha (against Standard Index)
0.41
0.66
Beta (against Standard Index)
0.89
0.93
Mean Annual Return
2.59
0.36
R-squared (against Standard Index)
89
79.68
Standard Deviation
16.90
19.07
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.44
N/A
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