Ratings & Risk for Bridgeway Blue Chip 35 Index (BRLIX)

Morningstar Category: Large Blend
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Below Average
    		514
    5-Year Average Below Average
    		442
    10-Year Average Below Average
    		300
    Overall Average Below Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 17.67 -0.30 -0.34
    5-Year 14.63 0.14 -0.09
    10-Year 15.57 0.03 -0.17
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 96.72 0.94 1.14
    3-Year 94.62 0.88 0.78
    5-Year 93.49 0.89 -0.10
    10-Year 92.87 0.93 -0.22

    S&P 500 TR

    Trailing data as of 10/31/2009