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BB&T Mid Cap Growth C (OVMCX)
On
Dec 4
:
7.39
0.02
(0.27%)
MORE ON OVMCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
32.81%
Worst 1 Yr Total Return
(2008)
:
-51.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
OVMCX
Category
Alpha (against Standard Index)
-0.97
3.31
Beta (against Standard Index)
1.09
1.09
Mean Annual Return
-9.65
-0.23
R-squared (against Standard Index)
75
84.23
Standard Deviation
24.66
23.37
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-11.05
N/A
5 Years
Statistic
OVMCX
Category
Alpha (against Standard Index)
-0.49
2.25
Beta (against Standard Index)
1.15
1.13
Mean Annual Return
-1.44
0.31
R-squared (against Standard Index)
72
81.04
Standard Deviation
21.62
20.00
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.87
N/A
10 Years
Statistic
OVMCX
Category
Alpha (against Standard Index)
-0.05
4.42
Beta (against Standard Index)
1.09
1.13
Mean Annual Return
-2.30
0.37
R-squared (against Standard Index)
64
60.91
Standard Deviation
21.86
23.71
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-4.84
N/A
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