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Bishop Street High Grade Inc Instl (BSHGX)
On
Dec 7
:
11.07
0.03
(0.27%)
MORE ON BSHGX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
8.53%
Worst 1 Yr Total Return
(2005)
:
2.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BSHGX
Category
Alpha (against Standard Index)
0.51
-1.72
Beta (against Standard Index)
1.28
1.02
Mean Annual Return
7.83
0.39
R-squared (against Standard Index)
92
59.27
Standard Deviation
5.37
5.93
Sharpe Ratio
0.99
N/A
Treynor Ratio
4.35
N/A
5 Years
Statistic
BSHGX
Category
Alpha (against Standard Index)
0.10
-1.05
Beta (against Standard Index)
1.26
0.98
Mean Annual Return
5.56
0.33
R-squared (against Standard Index)
93
61.87
Standard Deviation
4.69
4.88
Sharpe Ratio
0.55
N/A
Treynor Ratio
2.09
N/A
10 Years
Statistic
BSHGX
Category
Alpha (against Standard Index)
-0.70
-0.65
Beta (against Standard Index)
1.22
0.96
Mean Annual Return
6.24
0.45
R-squared (against Standard Index)
93
71.12
Standard Deviation
4.74
4.47
Sharpe Ratio
0.69
N/A
Treynor Ratio
2.72
N/A
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