Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Saturday, December 5, 2009, 8:49AM ET - U.S. Markets Closed.
Dow
0.22%
Nasdaq
0.98%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Robeco Long/Short Eq I (BPLSX)
On
Dec 4
:
16.66
0.13
(0.79%)
MORE ON BPLSX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
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)
:
17.26%
Worst 1 Yr Total Return
(2008)
:
-21.15%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BPLSX
Category
Alpha (against Standard Index)
23.16
0.85
Beta (against Standard Index)
-9.69
-3.54
Mean Annual Return
11.15
-0.11
R-squared (against Standard Index)
5
5.70
Standard Deviation
22.14
10.82
Sharpe Ratio
0.47
N/A
Treynor Ratio
-0.90
N/A
5 Years
Statistic
BPLSX
Category
Alpha (against Standard Index)
16.52
2.74
Beta (against Standard Index)
-7.26
-4.26
Mean Annual Return
13.45
0.22
R-squared (against Standard Index)
3
5.13
Standard Deviation
17.59
9.31
Sharpe Ratio
0.63
N/A
Treynor Ratio
-1.44
N/A
10 Years
Statistic
BPLSX
Category
Alpha (against Standard Index)
15.20
2.70
Beta (against Standard Index)
-7.50
-2.55
Mean Annual Return
13.24
0.34
R-squared (against Standard Index)
3
1.73
Standard Deviation
15.64
8.43
Sharpe Ratio
0.69
N/A
Treynor Ratio
-1.37
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center