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    Bridgeway Ultra-Small Company (BRUSX)

    27.27 Down 0.12(0.44%) Sep 3

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up15
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2003):88.57%
    Worst 1 Yr Total Return(Dec 30, 2008):-46.24%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticBRUSXCategory
    Alpha (against Standard Index)-5.10-2.91
    Beta (against Standard Index)1.301.08
    Mean Annual Return1.371.26
    R-squared (against Standard Index)54.4260.01
    Standard Deviation15.0512.03
    Sharpe Ratio1.091.27
    Treynor Ratio12.7114.32
    5 Years
    StatisticBRUSXCategory
    Alpha (against Standard Index)-10.51-5.99
    Beta (against Standard Index)1.541.22
    Mean Annual Return1.161.11
    R-squared (against Standard Index)77.0479.91
    Standard Deviation20.6516.06
    Sharpe Ratio0.670.84
    Treynor Ratio8.0310.51
    10 Years
    StatisticBRUSXCategory
    Alpha (against Standard Index)-3.02-1.49
    Beta (against Standard Index)1.321.19
    Mean Annual Return0.650.70
    R-squared (against Standard Index)73.3081.54
    Standard Deviation22.6319.46
    Sharpe Ratio0.290.37
    Treynor Ratio3.074.65