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Buffalo Micro Cap (BUFOX)
On
Dec 23
:
7.24
0.07
(0.98%)
MORE ON BUFOX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
12.54%
Worst 1 Yr Total Return
(2008)
:
-48.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BUFOX
Category
Alpha (against Standard Index)
-5.40
0.16
Beta (against Standard Index)
1.30
1.12
Mean Annual Return
-14.32
-0.38
R-squared (against Standard Index)
80
84.86
Standard Deviation
28.77
24.29
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-12.79
N/A
5 Years
Statistic
BUFOX
Category
Alpha (against Standard Index)
-3.29
-0.01
Beta (against Standard Index)
1.33
1.17
Mean Annual Return
-4.43
0.16
R-squared (against Standard Index)
78
80.32
Standard Deviation
24.09
20.99
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-5.58
N/A
10 Years
Statistic
BUFOX
Category
Alpha (against Standard Index)
N/A
4.06
Beta (against Standard Index)
N/A
1.16
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
57.27
Standard Deviation
N/A
25.21
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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