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BB&T Small Cap A (BTVAX)
On
Dec 1
:
8.82
0.17
(1.97%)
MORE ON BTVAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
23.52%
Worst 1 Yr Total Return
(2008)
:
-33.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BTVAX
Category
Alpha (against Standard Index)
-8.07
1.01
Beta (against Standard Index)
1.00
1.19
Mean Annual Return
-14.63
-0.48
R-squared (against Standard Index)
81
87.23
Standard Deviation
21.54
24.84
Sharpe Ratio
-0.73
N/A
Treynor Ratio
-17.13
N/A
5 Years
Statistic
BTVAX
Category
Alpha (against Standard Index)
-3.71
1.42
Beta (against Standard Index)
1.04
1.21
Mean Annual Return
-3.86
0.23
R-squared (against Standard Index)
78
84.16
Standard Deviation
18.73
21.07
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-6.60
N/A
10 Years
Statistic
BTVAX
Category
Alpha (against Standard Index)
N/A
7.80
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.68
R-squared (against Standard Index)
N/A
64.84
Standard Deviation
N/A
20.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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