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Baron Small Cap (BSCFX)
On
Dec 8
:
18.35
0.16
(0.86%)
MORE ON BSCFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
22.16%
Worst 1 Yr Total Return
(2008)
:
-40.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BSCFX
Category
Alpha (against Standard Index)
2.94
1.71
Beta (against Standard Index)
1.08
1.15
Mean Annual Return
-5.42
-0.40
R-squared (against Standard Index)
90
85.55
Standard Deviation
22.34
24.28
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-7.23
N/A
5 Years
Statistic
BSCFX
Category
Alpha (against Standard Index)
2.77
1.12
Beta (against Standard Index)
1.12
1.19
Mean Annual Return
2.31
0.21
R-squared (against Standard Index)
83
81.02
Standard Deviation
19.58
21.15
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.63
N/A
10 Years
Statistic
BSCFX
Category
Alpha (against Standard Index)
6.96
5.25
Beta (against Standard Index)
1.00
1.18
Mean Annual Return
5.33
0.43
R-squared (against Standard Index)
62
56.73
Standard Deviation
20.49
25.52
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.35
N/A
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