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BB&T VA Intermediate Tax-Free I (BVATX)
On
Dec 1
:
11.97
0.02
(0.17%)
MORE ON BVATX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
4.70%
Worst 1 Yr Total Return
(2005)
:
1.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BVATX
Category
Alpha (against Standard Index)
1.45
-0.71
Beta (against Standard Index)
0.73
0.89
Mean Annual Return
5.22
0.28
R-squared (against Standard Index)
84
91.15
Standard Deviation
4.73
5.60
Sharpe Ratio
0.58
N/A
Treynor Ratio
3.86
N/A
5 Years
Statistic
BVATX
Category
Alpha (against Standard Index)
0.24
-0.94
Beta (against Standard Index)
0.75
0.88
Mean Annual Return
4.14
0.26
R-squared (against Standard Index)
84
90.92
Standard Deviation
3.98
4.56
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.48
N/A
10 Years
Statistic
BVATX
Category
Alpha (against Standard Index)
-0.16
-0.89
Beta (against Standard Index)
0.82
0.91
Mean Annual Return
5.02
0.37
R-squared (against Standard Index)
89
91.76
Standard Deviation
4.06
4.42
Sharpe Ratio
0.50
N/A
Treynor Ratio
2.49
N/A
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