Ratings & Risk for Bruce (BRUFX)

Morningstar Category: Moderate Allocation
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Above Average
    		264
    5-Year High High
    		233
    10-Year High High
    		180
    Overall High High
    		—
    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 16.91 -0.16 -0.25
    5-Year 15.51 0.56 0.24
    10-Year 15.90 1.48 0.93
    15-Year 15.62 1.31 0.77
    20-Year 16.30 1.08 0.55
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 66.89 1.02 12.21
    3-Year 75.47 1.12 -3.16
    5-Year 67.74 1.19 1.19
    10-Year 37.43 0.98 12.60

    Morningstar Moderate Target Risk

    Trailing data as of 10/31/2009