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 STI Down0.09%

Berwyn Cornerstone (BERCX)

16.45 Up 0.22(1.36%) 18 May


Risk as of Feb 28, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up8
Number of Years Down2
Best 1 Yr Total Return(Dec 31, 2009):30.21%
Worst 1Yr Total Return(Dec 31, 2008):-28.61%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticBERCXCategory
Alpha (against Standard Index)-4.02-1.64
Beta (against Standard Index)1.021.02
Mean Annual Return0.840.98
R-squared (against Standard Index)93.3895.49
Standard Deviation16.0415.63
Sharpe Ratio0.620.77
Treynor Ratio8.9411.25
5 Years
StatisticBERCXCategory
Alpha (against Standard Index)-0.16-1.15
Beta (against Standard Index)1.021.02
Mean Annual Return0.550.49
R-squared (against Standard Index)94.0095.41
Standard Deviation19.9219.64
Sharpe Ratio0.320.29
Treynor Ratio4.313.79
10 Years
StatisticBERCXCategory
Alpha (against Standard Index)-0.88-0.06
Beta (against Standard Index)0.971.01
Mean Annual Return0.660.72
R-squared (against Standard Index)89.5793.54
Standard Deviation15.1615.26
Sharpe Ratio0.410.46
Treynor Ratio5.436.10