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Robeco Mid Cap Value I (BPMIX)
On
Dec 2
:
9.02
0.03
(0.33%)
MORE ON BPMIX
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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)
:
20.91%
Worst 1 Yr Total Return
(2008)
:
-32.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BPMIX
Category
Alpha (against Standard Index)
7.90
2.32
Beta (against Standard Index)
1.09
1.15
Mean Annual Return
-0.61
-0.35
R-squared (against Standard Index)
92
90.18
Standard Deviation
22.22
23.68
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.77
N/A
5 Years
Statistic
BPMIX
Category
Alpha (against Standard Index)
6.00
2.22
Beta (against Standard Index)
1.10
1.16
Mean Annual Return
5.91
0.30
R-squared (against Standard Index)
90
89.12
Standard Deviation
18.51
19.61
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.61
N/A
10 Years
Statistic
BPMIX
Category
Alpha (against Standard Index)
8.39
7.83
Beta (against Standard Index)
0.98
0.94
Mean Annual Return
7.45
0.70
R-squared (against Standard Index)
79
72.23
Standard Deviation
17.74
17.96
Sharpe Ratio
0.33
N/A
Treynor Ratio
4.56
N/A
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