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BB&T Mid Cap Value C (OVECX)
On
Feb 9
:
10.51
0.11
(1.06%)
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2009)
:
36.36%
Worst 1 Yr Total Return
(2008)
:
-33.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OVECX
Category
Alpha (against Standard Index)
3.79
2.33
Beta (against Standard Index)
1.12
1.15
Mean Annual Return
-5.31
-0.35
R-squared (against Standard Index)
86
89.63
Standard Deviation
23.93
24.20
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.52
N/A
5 Years
Statistic
OVECX
Category
Alpha (against Standard Index)
3.58
2.07
Beta (against Standard Index)
1.12
1.16
Mean Annual Return
3.07
0.28
R-squared (against Standard Index)
86
88.64
Standard Deviation
19.28
19.82
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.15
N/A
10 Years
Statistic
OVECX
Category
Alpha (against Standard Index)
5.63
7.99
Beta (against Standard Index)
0.91
0.97
Mean Annual Return
5.01
0.72
R-squared (against Standard Index)
76
73.12
Standard Deviation
16.81
18.25
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.39
N/A
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