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 TSX Up0.84% TSX Ventures 0.00%

UBS US Defensive Equity A (BEAAX)

10.94 Up 0.13(1.20%) May 17


Risk as of 2013-02-27Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up4
Number of Years Down2
Best 1 Yr Total Return(2009-12-30):35.85%
Worst 1 Yr Total Return(2008-12-30):-42.03%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticBEAAXCategory
Alpha (against Standard Index)-6.36-2.01
Beta (against Standard Index)1.121.04
Mean Annual Return0.770.98
R-squared (against Standard Index)97.0296.78
Standard Deviation17.3415.86
Sharpe Ratio0.520.74
Treynor Ratio7.0310.68
5 Years
StatisticBEAAXCategory
Alpha (against Standard Index)-3.28-0.96
Beta (against Standard Index)1.171.02
Mean Annual Return0.370.51
R-squared (against Standard Index)96.3296.21
Standard Deviation22.5519.63
Sharpe Ratio0.180.30
Treynor Ratio1.343.94
10 Years
StatisticBEAAXCategory
Alpha (against Standard Index)N/A-0.38
Beta (against Standard Index)N/A1.02
Mean Annual ReturnN/A0.70
R-squared (against Standard Index)N/A94.96
Standard DeviationN/A15.34
Sharpe RatioN/A0.44
Treynor RatioN/A5.74