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Baron Real Estate Retail (BREFX)

25.37 Up 0.17(0.67%) Nov 21

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up4
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2012):42.60%
Worst 1 Yr Total Return(Dec 30, 2011):0.63%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)13.706.24
Beta (against Standard Index)0.890.61
Mean Annual Return2.091.18
R-squared (against Standard Index)61.8226.86
Standard Deviation12.1812.93
Sharpe Ratio2.061.12
Treynor Ratio30.7023.47
5 Years
Alpha (against Standard Index)N/A8.77
Beta (against Standard Index)N/A0.85
Mean Annual ReturnN/A1.52
R-squared (against Standard Index)N/A55.33
Standard DeviationN/A16.79
Sharpe RatioN/A1.09
Treynor RatioN/A21.44
10 Years
Alpha (against Standard Index)N/A2.05
Beta (against Standard Index)N/A1.13
Mean Annual ReturnN/A0.93
R-squared (against Standard Index)N/A55.76
Standard DeviationN/A25.06
Sharpe RatioN/A0.38
Treynor RatioN/A5.93