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BB&T Small Cap B (BTVBX)
On
Dec 2
:
8.50
0.13
(1.55%)
MORE ON BTVBX
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Research Reports
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)
:
22.49%
Worst 1 Yr Total Return
(2008)
:
-33.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BTVBX
Category
Alpha (against Standard Index)
-8.82
1.01
Beta (against Standard Index)
1.00
1.19
Mean Annual Return
-15.27
-0.48
R-squared (against Standard Index)
81
87.23
Standard Deviation
21.53
24.84
Sharpe Ratio
-0.77
N/A
Treynor Ratio
-17.77
N/A
5 Years
Statistic
BTVBX
Category
Alpha (against Standard Index)
-4.44
1.42
Beta (against Standard Index)
1.04
1.21
Mean Annual Return
-4.56
0.23
R-squared (against Standard Index)
79
84.16
Standard Deviation
18.73
21.07
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-7.27
N/A
10 Years
Statistic
BTVBX
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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