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BB&T Mid Cap Growth A (OVCBX)
On
Dec 7
:
7.97
0.01
(0.13%)
MORE ON OVCBX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
33.70%
Worst 1 Yr Total Return
(2008)
:
-51.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OVCBX
Category
Alpha (against Standard Index)
-0.28
3.31
Beta (against Standard Index)
1.09
1.09
Mean Annual Return
-9.02
-0.23
R-squared (against Standard Index)
75
84.23
Standard Deviation
24.68
23.37
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-10.48
N/A
5 Years
Statistic
OVCBX
Category
Alpha (against Standard Index)
0.23
2.25
Beta (against Standard Index)
1.16
1.13
Mean Annual Return
-0.74
0.31
R-squared (against Standard Index)
72
81.04
Standard Deviation
21.66
20.00
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.26
N/A
10 Years
Statistic
OVCBX
Category
Alpha (against Standard Index)
0.69
4.42
Beta (against Standard Index)
1.09
1.13
Mean Annual Return
-1.59
0.37
R-squared (against Standard Index)
64
60.91
Standard Deviation
21.87
23.71
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-4.18
N/A
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