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Robeco Mid Cap Value Inv (BPMCX)
On
Dec 1
:
8.73
0.12
(1.39%)
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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
(2004)
:
20.51%
Worst 1 Yr Total Return
(2008)
:
-32.51%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BPMCX
Category
Alpha (against Standard Index)
7.66
2.32
Beta (against Standard Index)
1.09
1.15
Mean Annual Return
-0.84
-0.35
R-squared (against Standard Index)
92
90.18
Standard Deviation
22.20
23.68
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.99
N/A
5 Years
Statistic
BPMCX
Category
Alpha (against Standard Index)
5.76
2.22
Beta (against Standard Index)
1.10
1.16
Mean Annual Return
5.65
0.30
R-squared (against Standard Index)
90
89.12
Standard Deviation
18.50
19.61
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.38
N/A
10 Years
Statistic
BPMCX
Category
Alpha (against Standard Index)
8.14
7.83
Beta (against Standard Index)
0.98
0.94
Mean Annual Return
7.20
0.70
R-squared (against Standard Index)
79
72.23
Standard Deviation
17.71
17.96
Sharpe Ratio
0.32
N/A
Treynor Ratio
4.31
N/A
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