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Bridgeway Small-Cap Growth (BRSGX)
On
Dec 14
:
9.68
0.16
(1.68%)
MORE ON BRSGX
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Research Reports
Risk
As of 30-Nov-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
(2005)
:
18.24%
Worst 1 Yr Total Return
(2008)
:
-43.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BRSGX
Category
Alpha (against Standard Index)
-7.37
0.16
Beta (against Standard Index)
1.08
1.12
Mean Annual Return
-13.69
-0.38
R-squared (against Standard Index)
84
84.86
Standard Deviation
23.42
24.29
Sharpe Ratio
-0.60
N/A
Treynor Ratio
-14.80
N/A
5 Years
Statistic
BRSGX
Category
Alpha (against Standard Index)
-2.89
-0.01
Beta (against Standard Index)
1.15
1.17
Mean Annual Return
-3.31
0.16
R-squared (against Standard Index)
75
80.32
Standard Deviation
21.40
20.99
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-5.47
N/A
10 Years
Statistic
BRSGX
Category
Alpha (against Standard Index)
N/A
4.06
Beta (against Standard Index)
N/A
1.16
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
57.27
Standard Deviation
N/A
25.21
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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