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Robeco Long/Short Eq Inv (BPLEX)
On
Dec 7
:
16.06
0.05
(0.31%)
MORE ON BPLEX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2005)
:
16.98%
Worst 1 Yr Total Return
(2008)
:
-21.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BPLEX
Category
Alpha (against Standard Index)
22.85
0.85
Beta (against Standard Index)
-9.64
-3.54
Mean Annual Return
10.88
-0.11
R-squared (against Standard Index)
4
5.70
Standard Deviation
22.15
10.82
Sharpe Ratio
0.46
N/A
Treynor Ratio
-0.88
N/A
5 Years
Statistic
BPLEX
Category
Alpha (against Standard Index)
16.27
2.74
Beta (against Standard Index)
-7.23
-4.26
Mean Annual Return
13.19
0.22
R-squared (against Standard Index)
3
5.13
Standard Deviation
17.59
9.31
Sharpe Ratio
0.62
N/A
Treynor Ratio
-1.41
N/A
10 Years
Statistic
BPLEX
Category
Alpha (against Standard Index)
14.96
2.70
Beta (against Standard Index)
-7.44
-2.55
Mean Annual Return
13.01
0.34
R-squared (against Standard Index)
3
1.73
Standard Deviation
15.63
8.43
Sharpe Ratio
0.68
N/A
Treynor Ratio
-1.35
N/A
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