• FirefoxUpgrade to the new Firefox »
  •  Dow Down1.45% Nasdaq Down1.03%

    Bridgeway Ultra-Small Company (BRUSX)

    31.17 Up 0.22(0.71%) Jan 29

    Risk as of Dec 30, 2014Get 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)-4.78-4.96
    Beta (against Standard Index)1.481.16
    Mean Annual Return1.951.43
    R-squared (against Standard Index)67.0769.35
    Standard Deviation16.3912.72
    Sharpe Ratio1.421.36
    Treynor Ratio16.5515.34
    5 Years
    StatisticBRUSXCategory
    Alpha (against Standard Index)-5.72-3.91
    Beta (against Standard Index)1.461.21
    Mean Annual Return1.381.22
    R-squared (against Standard Index)79.2583.20
    Standard Deviation21.2617.29
    Sharpe Ratio0.770.85
    Treynor Ratio10.4211.60
    10 Years
    StatisticBRUSXCategory
    Alpha (against Standard Index)-1.42-0.84
    Beta (against Standard Index)1.351.21
    Mean Annual Return0.790.76
    R-squared (against Standard Index)73.8781.94
    Standard Deviation23.0419.68
    Sharpe Ratio0.350.40
    Treynor Ratio4.145.02