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BB&T Mid Cap Value I (OVEIX)
On
Dec 2
:
10.93
0.01
(0.09%)
MORE ON OVEIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
19.88%
Worst 1 Yr Total Return
(2008)
:
-33.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OVEIX
Category
Alpha (against Standard Index)
3.56
2.32
Beta (against Standard Index)
1.13
1.15
Mean Annual Return
-5.44
-0.35
R-squared (against Standard Index)
87
90.18
Standard Deviation
23.67
23.68
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-6.95
N/A
5 Years
Statistic
OVEIX
Category
Alpha (against Standard Index)
3.89
2.22
Beta (against Standard Index)
1.13
1.16
Mean Annual Return
3.52
0.30
R-squared (against Standard Index)
86
89.12
Standard Deviation
19.30
19.61
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.44
N/A
10 Years
Statistic
OVEIX
Category
Alpha (against Standard Index)
5.74
7.83
Beta (against Standard Index)
0.91
0.94
Mean Annual Return
5.03
0.70
R-squared (against Standard Index)
75
72.23
Standard Deviation
16.77
17.96
Sharpe Ratio
0.20
N/A
Treynor Ratio
2.27
N/A
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